+8,771.7%
SPXL vs PSA
+608.9%
+8,162.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.2% |
| 7D | +0.1% | -3.7% | +3.7% | +4.4% |
| 30D | -0.9% | -7.7% | +6.9% | +8.4% |
| 3M | +2.0% | -0.6% | +2.6% | +0.9% |
| 6M | +33.5% | -0.9% | +34.4% | +32.0% |
| YTD | +32.2% | +18.7% | +13.5% | +5.2% |
| 1Y | +48.9% | +7.6% | +41.3% | +31.0% |
| 3Y | +222.9% | +23.7% | +199.2% | +130.4% |
| 5Y | +140.7% | +13.7% | +127.0% | +92.7% |
| 10Y | +1,192.7% | +98.9% | +1,093.8% | +439.3% |
| All | +8,771.7% | +608.9% | +8,162.8% | +789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling