+100.0%
SPXL vs REPL
-33.0%
+132.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +6.8% |
| 7D | -0.9% | +14.2% | -15.1% | -1.5% |
| 30D | -11.4% | +65.9% | -77.3% | -13.9% |
| 3M | -10.8% | +84.6% | -95.4% | -13.9% |
| 6M | -0.3% | +446.9% | -447.2% | -13.5% |
| YTD | +20.3% | +129.0% | -108.7% | +5.9% |
| 1Y | +24.7% | +167.9% | -143.1% | +8.4% |
| 3Y | +238.6% | +93.9% | +144.6% | +129.9% |
| 5Y | +100.0% | -33.0% | +132.9% | +78.4% |
| All | +100.0% | -33.0% | +132.9% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling