+145.2%
SPXL vs PHM
+156.2%
-10.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.2% |
| 7D | -2.5% | -5.0% | +2.4% | +1.4% |
| 30D | -4.2% | -8.4% | +4.2% | +2.3% |
| 3M | +8.1% | -4.4% | +12.5% | +10.2% |
| 6M | +35.6% | -3.7% | +39.3% | +36.9% |
| YTD | +28.8% | +1.3% | +27.5% | +22.8% |
| 1Y | +39.8% | -14.0% | +53.9% | +51.4% |
| 3Y | +221.4% | +48.1% | +173.3% | +88.3% |
| All | +145.2% | +156.2% | -10.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling