+1,338.6%
SPXL vs P
+469.1%
+869.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -1.1% |
| 7D | -8.7% | -23.8% | +15.1% | +4.1% |
| 30D | -16.9% | -36.6% | +19.7% | +3.3% |
| 3M | -15.2% | +10.9% | -26.1% | -23.2% |
| 6M | -5.5% | +30.0% | -35.5% | -24.1% |
| YTD | +12.4% | +44.4% | -31.9% | -16.2% |
| 1Y | +16.9% | +3.9% | +13.0% | -0.4% |
| 3Y | +211.8% | +176.6% | +35.2% | +35.4% |
| 5Y | +85.6% | +249.3% | -163.6% | -29.9% |
| 10Y | +1,159.4% | +726.9% | +432.5% | +230.2% |
| All | +1,338.6% | +469.1% | +869.4% | +279.5% |
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