+1,199.1%
SPXL vs SGI
+270.1%
+929.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.8% |
| 7D | -2.5% | -4.5% | +1.9% | +0.1% |
| 30D | -4.2% | +4.2% | -8.4% | -6.8% |
| 3M | +8.1% | -7.4% | +15.6% | +12.2% |
| 6M | +35.6% | -15.1% | +50.7% | +46.9% |
| YTD | +28.8% | -24.7% | +53.5% | +48.6% |
| 1Y | +39.8% | -21.8% | +61.6% | +56.1% |
| 3Y | +221.4% | +50.0% | +171.3% | +141.8% |
| 5Y | +146.9% | +48.9% | +98.0% | +82.4% |
| All | +1,199.1% | +270.1% | +929.0% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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