+8,623.4%
SPXL vs OMC
+356.9%
+8,266.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | +0.6% |
| 7D | +1.5% | -5.8% | +7.2% | +8.7% |
| 30D | -3.7% | -4.8% | +1.1% | +1.6% |
| 3M | +8.1% | +9.2% | -1.1% | -7.3% |
| 6M | +39.0% | -2.5% | +41.5% | +36.2% |
| YTD | +29.9% | +2.6% | +27.4% | +11.3% |
| 1Y | +46.6% | +5.9% | +40.7% | +15.1% |
| 3Y | +230.5% | +14.2% | +216.3% | +120.0% |
| 5Y | +140.2% | +33.2% | +106.9% | +23.8% |
| 10Y | +1,168.8% | +33.4% | +1,135.3% | +519.7% |
| All | +8,623.4% | +356.9% | +8,266.5% | +479.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling