+140.1%
SPXL vs SGI
+56.1%
+83.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | 0.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | -5.0% | +5.5% | -10.5% | -9.0% |
| 3M | +7.6% | -3.6% | +11.2% | +9.2% |
| 6M | +33.6% | -15.0% | +48.6% | +46.8% |
| YTD | +28.1% | -23.0% | +51.1% | +49.6% |
| 1Y | +43.6% | -18.4% | +62.1% | +58.0% |
| 3Y | +225.8% | +57.8% | +168.1% | +109.0% |
| 5Y | +140.1% | +51.5% | +88.6% | +47.5% |
| All | +140.1% | +56.1% | +83.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling