+8,623.5%
SPXL vs PSKY
+61.0%
+8,562.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | +1.5% | +2.4% | -0.9% | 0.0% |
| 30D | -3.7% | +17.5% | -21.2% | -12.8% |
| 3M | +8.1% | +4.4% | +3.7% | +4.4% |
| 6M | +39.0% | -9.0% | +48.1% | +42.9% |
| YTD | +29.9% | -18.6% | +48.5% | +38.0% |
| 1Y | +46.6% | -27.7% | +74.3% | +59.9% |
| 3Y | +230.5% | -16.9% | +247.4% | +150.1% |
| 5Y | +140.2% | -70.3% | +210.4% | +234.0% |
| 10Y | +1,168.8% | -74.9% | +1,243.7% | +1,336.1% |
| All | +8,623.5% | +61.0% | +8,562.5% | +1,889.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSKY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling