+1,087.3%
SPXL vs P
+691.2%
+396.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.9% | -13.3% | +10.5% | +4.7% |
| 30D | -12.4% | -34.0% | +21.6% | +8.1% |
| 3M | -11.8% | +4.1% | -15.9% | -17.6% |
| 6M | -1.4% | +30.5% | -31.9% | -22.2% |
| YTD | +19.0% | +52.2% | -33.2% | -16.0% |
| 1Y | +18.0% | +10.3% | +7.7% | -4.2% |
| 3Y | +220.0% | +180.9% | +39.1% | +25.5% |
| 5Y | +102.6% | +259.7% | -157.1% | -33.4% |
| 10Y | +1,087.3% | +652.6% | +434.7% | +166.9% |
| All | +1,087.3% | +691.2% | +396.1% | +166.9% |
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