+1,590.6%
SPXL vs P
+485.4%
+1,105.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | +0.1% | +6.5% | -6.5% | -3.2% |
| 30D | -0.9% | +18.8% | -19.7% | -11.2% |
| 3M | +2.0% | +26.7% | -24.7% | -12.5% |
| 6M | +33.5% | +62.2% | -28.7% | -2.3% |
| YTD | +32.2% | +48.5% | -16.3% | -0.4% |
| 1Y | +48.9% | +26.4% | +22.5% | +16.6% |
| 3Y | +222.9% | +159.4% | +63.4% | +49.5% |
| 5Y | +140.7% | +275.8% | -135.1% | -10.3% |
| 10Y | +1,192.7% | +732.0% | +460.6% | +243.5% |
| All | +1,590.6% | +485.4% | +1,105.3% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling