+1,199.1%
SPXL vs PSA
+102.6%
+1,096.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.8% |
| 7D | -2.5% | -1.8% | -0.7% | -0.8% |
| 30D | -4.2% | -8.4% | +4.1% | +4.3% |
| 3M | +8.1% | -7.8% | +15.9% | +15.8% |
| 6M | +35.6% | +0.8% | +34.8% | +32.0% |
| YTD | +28.8% | +16.5% | +12.3% | +7.2% |
| 1Y | +39.8% | +4.7% | +35.1% | +28.8% |
| 3Y | +221.4% | +21.1% | +200.3% | +142.1% |
| 5Y | +146.9% | +14.2% | +132.7% | +103.1% |
| All | +1,199.1% | +102.6% | +1,096.5% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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