+211.8%
SPXL vs PL
+455.3%
-243.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | -1.3% |
| 7D | -8.7% | -6.8% | -1.9% | -7.5% |
| 30D | -16.9% | -29.3% | +12.4% | -11.3% |
| 3M | -15.2% | -44.8% | +29.6% | -5.4% |
| 6M | -5.5% | -68.4% | +62.9% | +15.1% |
| YTD | +12.4% | -36.4% | +48.8% | +15.2% |
| 1Y | +16.9% | +0.7% | +16.2% | +6.8% |
| 3Y | +211.8% | +455.3% | -243.5% | +63.2% |
| All | +211.8% | +455.3% | -243.5% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling