+174.3%
SPXL vs S
-57.7%
+232.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | -5.0% | -12.6% | +7.6% | -0.7% |
| 3M | +7.6% | +27.6% | -20.0% | -3.4% |
| 6M | +33.6% | +35.5% | -1.9% | +15.4% |
| YTD | +28.1% | +29.6% | -1.5% | +11.8% |
| 1Y | +43.6% | +8.1% | +35.5% | +33.6% |
| 3Y | +225.8% | +14.8% | +211.1% | +185.0% |
| 5Y | +140.1% | -70.6% | +210.6% | +174.5% |
| All | +174.3% | -57.7% | +232.0% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling