+25.0%
SPXL vs P
+23.6%
+1.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +7.4% | +11.6% | -4.2% | +4.2% |
| 30D | -7.8% | -23.7% | +15.8% | -1.7% |
| 3M | -11.9% | -8.0% | -4.0% | -10.9% |
| 6M | -1.7% | +27.9% | -29.6% | -10.7% |
| YTD | +20.8% | +61.2% | -40.3% | +2.7% |
| 1Y | +25.0% | +28.6% | -3.6% | +7.9% |
| All | +25.0% | +23.6% | +1.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling