+519.0%
SPXL vs REPL
-19.2%
+538.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.7% |
| 7D | -2.5% | -14.1% | +11.6% | -1.1% |
| 30D | -4.2% | -15.2% | +11.0% | -2.8% |
| 3M | +8.1% | +49.9% | -41.8% | -1.5% |
| 6M | +35.6% | +63.5% | -27.9% | +9.4% |
| YTD | +28.8% | +32.9% | -4.1% | +6.0% |
| 1Y | +39.8% | +115.0% | -75.1% | 0.0% |
| 3Y | +221.4% | -34.7% | +256.1% | +103.3% |
| 5Y | +146.9% | -59.7% | +206.6% | +68.8% |
| All | +519.0% | -19.2% | +538.3% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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