+205.0%
SPXL vs PL
+84.9%
+120.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | +0.1% | -9.3% | +9.4% | +2.2% |
| 30D | -0.9% | -18.9% | +18.1% | +3.9% |
| 3M | +2.0% | -58.4% | +60.4% | +23.2% |
| 6M | +33.5% | -30.3% | +63.8% | +37.3% |
| YTD | +32.2% | -8.1% | +40.3% | +24.6% |
| 1Y | +48.9% | +180.5% | -131.6% | -2.0% |
| 3Y | +222.9% | +444.1% | -221.3% | +51.1% |
| 5Y | +140.7% | +83.0% | +57.7% | +28.4% |
| All | +205.0% | +84.9% | +120.1% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling