+1,168.8%
SPXL vs P
+712.4%
+456.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.6% |
| 7D | +1.5% | +7.8% | -6.4% | -2.7% |
| 30D | -3.7% | +12.3% | -16.0% | -11.6% |
| 3M | +8.1% | +37.1% | -29.0% | -12.3% |
| 6M | +39.0% | +66.1% | -27.0% | -2.0% |
| YTD | +29.9% | +50.9% | -21.0% | -5.1% |
| 1Y | +46.6% | +27.2% | +19.4% | +11.9% |
| 3Y | +230.5% | +158.7% | +71.8% | +41.7% |
| 5Y | +140.2% | +291.1% | -150.9% | -22.2% |
| 10Y | +1,168.8% | +715.0% | +453.8% | +187.7% |
| All | +1,168.8% | +712.4% | +456.4% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling