+1,110.7%
SPXL vs P
+652.0%
+458.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.2% |
| 7D | +7.4% | +11.6% | -4.2% | +1.2% |
| 30D | -7.8% | -23.7% | +15.8% | +5.3% |
| 3M | -11.9% | -8.0% | -4.0% | -11.3% |
| 6M | -1.7% | +27.9% | -29.6% | -21.0% |
| YTD | +20.8% | +61.2% | -40.3% | -17.4% |
| 1Y | +25.0% | +28.6% | -3.6% | -7.1% |
| 3Y | +226.1% | +200.5% | +25.7% | +22.9% |
| 5Y | +101.1% | +282.9% | -181.8% | -36.3% |
| All | +1,110.7% | +652.0% | +458.7% | +172.4% |
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