+480.6%
SPXL vs REPL
+36.8%
+443.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +7.4% | +1.2% | +6.2% | +7.3% |
| 30D | -7.8% | +92.2% | -100.0% | -13.9% |
| 3M | -11.9% | +44.1% | -56.0% | -15.6% |
| 6M | -1.7% | +313.0% | -314.8% | -22.5% |
| YTD | +20.8% | +125.2% | -104.4% | -6.1% |
| 1Y | +25.0% | +143.8% | -118.8% | -4.0% |
| 3Y | +226.1% | +104.2% | +121.9% | +64.8% |
| 5Y | +101.1% | -34.5% | +135.6% | +31.8% |
| All | +480.6% | +36.8% | +443.8% | +122.8% |
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