+39.8%
SPXL vs SGI
-20.9%
+60.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.5% |
| 7D | -6.0% | -4.9% | -1.1% | -4.0% |
| 30D | -5.8% | +1.6% | -7.4% | -6.5% |
| 3M | +10.9% | -3.2% | +14.0% | +11.9% |
| 6M | +31.9% | -16.0% | +48.0% | +38.6% |
| YTD | +25.8% | -25.4% | +51.2% | +36.2% |
| 1Y | +39.8% | -21.6% | +61.3% | +57.0% |
| All | +39.8% | -20.9% | +60.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling