+110.4%
SPXL vs S
-67.1%
+177.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.3% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | -8.8% | -7.3% | -1.5% | -6.2% |
| 3M | -7.4% | +5.9% | -13.3% | -11.2% |
| 6M | +1.8% | +45.6% | -43.9% | -15.4% |
| YTD | +23.6% | +58.5% | -35.0% | -2.6% |
| 1Y | +21.7% | +37.6% | -15.9% | +1.1% |
| 3Y | +232.4% | +51.7% | +180.8% | +153.0% |
| 5Y | +110.4% | -67.5% | +177.9% | +159.8% |
| All | +110.4% | -67.1% | +177.5% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling