+25.0%
SPXL vs REPL
+144.6%
-119.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +7.4% | +1.2% | +6.2% | +7.4% |
| 30D | -7.8% | +92.2% | -100.0% | -8.6% |
| 3M | -11.9% | +44.1% | -56.0% | -12.5% |
| 6M | -1.7% | +313.0% | -314.8% | -4.0% |
| YTD | +20.8% | +125.2% | -104.4% | +18.0% |
| 1Y | +25.0% | +143.8% | -118.8% | +19.9% |
| All | +25.0% | +144.6% | -119.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling