+238.6%
SPXL vs REPL
+91.4%
+147.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +6.9% |
| 7D | -0.9% | +14.2% | -15.1% | -1.2% |
| 30D | -11.4% | +65.9% | -77.3% | -12.5% |
| 3M | -10.8% | +84.6% | -95.4% | -12.2% |
| 6M | -0.3% | +446.9% | -447.2% | -6.0% |
| YTD | +20.3% | +129.0% | -108.7% | +14.1% |
| 1Y | +24.7% | +167.9% | -143.1% | +17.7% |
| 3Y | +238.6% | +93.9% | +144.6% | +192.7% |
| All | +238.6% | +91.4% | +147.1% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling