+145.2%
SPXL vs PSLV
+154.2%
-9.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.5% | -3.5% | +0.9% | -1.4% |
| 30D | -4.2% | -2.1% | -2.1% | -3.7% |
| 3M | +8.1% | -1.6% | +9.8% | +8.2% |
| 6M | +35.6% | -25.5% | +61.1% | +48.2% |
| YTD | +28.8% | -11.4% | +40.2% | +22.3% |
| 1Y | +39.8% | +48.6% | -8.8% | +1.0% |
| 3Y | +221.4% | +166.9% | +54.5% | +67.1% |
| All | +145.2% | +154.2% | -9.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling