+177.7%
SPXL vs PL
+46.6%
+131.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +14.5% | -7.5% | +3.5% |
| 7D | -0.9% | +10.9% | -11.7% | -3.5% |
| 30D | -11.4% | -16.4% | +5.0% | -7.9% |
| 3M | -10.8% | -39.9% | +29.1% | -0.2% |
| 6M | -0.3% | -63.2% | +62.9% | +22.7% |
| YTD | +20.3% | -27.1% | +47.4% | +19.1% |
| 1Y | +24.7% | +12.2% | +12.6% | +8.0% |
| 3Y | +238.6% | +584.3% | -345.7% | +44.1% |
| 5Y | +100.0% | +37.0% | +63.0% | +14.8% |
| All | +177.7% | +46.6% | +131.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling