+101.0%
SPXL vs ONTO
+124.4%
-23.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.2% |
| 7D | +7.4% | +17.5% | -10.1% | -1.2% |
| 30D | -7.8% | -15.7% | +7.8% | -1.2% |
| 3M | -11.9% | -39.7% | +27.8% | +9.5% |
| 6M | -1.7% | -26.5% | +24.8% | +2.8% |
| YTD | +20.8% | +29.0% | -8.2% | -11.9% |
| 1Y | +25.0% | +57.0% | -32.0% | -19.1% |
| 3Y | +226.1% | +50.0% | +176.1% | +70.3% |
| All | +101.0% | +124.4% | -23.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling