+230.2%
SPXL vs PL
+540.6%
-310.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.4% |
| 7D | +9.6% | +22.3% | -12.7% | +5.1% |
| 30D | -9.8% | -8.3% | -1.5% | -8.4% |
| 3M | -9.1% | -43.3% | +34.2% | +0.8% |
| 6M | +1.1% | -65.8% | +67.0% | +21.5% |
| YTD | +22.3% | -29.5% | +51.8% | +22.7% |
| 1Y | +20.3% | +11.7% | +8.5% | +7.6% |
| All | +230.2% | +540.6% | -310.4% | +72.9% |
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