+471.7%
SPXL vs REPL
+45.5%
+426.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.6% |
| 7D | -2.9% | +12.7% | -15.6% | -4.0% |
| 30D | -12.4% | +73.5% | -85.9% | -17.3% |
| 3M | -11.8% | +70.3% | -82.1% | -16.8% |
| 6M | -1.4% | +472.0% | -473.4% | -25.5% |
| YTD | +19.0% | +139.5% | -120.5% | -8.0% |
| 1Y | +18.0% | +167.3% | -149.3% | -10.3% |
| 3Y | +220.0% | +109.5% | +110.5% | +62.5% |
| 5Y | +102.6% | -29.9% | +132.5% | +31.8% |
| All | +471.7% | +45.5% | +426.2% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling