+535.1%
SPXL vs REPL
-6.0%
+541.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +0.1% | -3.0% | +3.0% | +0.3% |
| 30D | -0.9% | +27.1% | -28.0% | -3.5% |
| 3M | +2.0% | +52.4% | -50.3% | -7.0% |
| 6M | +33.5% | +107.4% | -73.9% | +4.6% |
| YTD | +32.2% | +54.7% | -22.6% | +7.2% |
| 1Y | +48.9% | +158.9% | -110.0% | +4.2% |
| 3Y | +222.9% | -23.7% | +246.6% | +101.0% |
| 5Y | +140.7% | -54.3% | +195.1% | +63.4% |
| All | +535.1% | -6.0% | +541.1% | +154.2% |
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