+8,623.4%
SPXL vs PHM
+1,222.6%
+7,400.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | +1.1% |
| 7D | +1.5% | -2.5% | +3.9% | +3.4% |
| 30D | -3.7% | -9.7% | +6.0% | +3.9% |
| 3M | +8.1% | +2.2% | +5.9% | +4.6% |
| 6M | +39.0% | -5.7% | +44.7% | +42.9% |
| YTD | +29.9% | +2.8% | +27.1% | +23.2% |
| 1Y | +46.6% | -14.4% | +61.0% | +58.9% |
| 3Y | +230.5% | +52.2% | +178.3% | +114.3% |
| 5Y | +140.2% | +154.3% | -14.1% | +5.9% |
| 10Y | +1,168.8% | +545.9% | +622.9% | +171.8% |
| All | +8,623.4% | +1,222.6% | +7,400.8% | +747.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling