+140.2%
SPXL vs REPL
-53.9%
+194.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +1.5% | -5.7% | +7.2% | +1.8% |
| 30D | -3.7% | +22.5% | -26.1% | -4.8% |
| 3M | +8.1% | +64.7% | -56.5% | +2.6% |
| 6M | +39.0% | +83.0% | -44.0% | +23.9% |
| YTD | +29.9% | +52.0% | -22.0% | +16.9% |
| 1Y | +46.6% | +144.5% | -97.9% | +22.4% |
| 3Y | +230.5% | -25.1% | +255.6% | +174.0% |
| 5Y | +140.2% | -52.9% | +193.0% | +101.5% |
| All | +140.2% | -53.9% | +194.1% | +101.5% |
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