+30.3%
SPXL vs PR
+87.5%
-57.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.5% | +11.4% | +3.2% |
| 7D | -2.5% | -12.1% | +9.6% | -5.3% |
| 30D | -4.3% | +0.9% | -5.2% | -3.8% |
| 3M | -4.2% | +10.1% | -14.4% | -1.1% |
| 6M | +15.0% | +1.1% | +13.9% | +17.6% |
| YTD | +28.4% | +63.7% | -35.2% | +35.3% |
| 1Y | +30.3% | +87.0% | -56.7% | +39.6% |
| All | +30.3% | +87.5% | -57.2% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling