+8,771.7%
SPXL vs SGI
+3,818.1%
+4,953.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +0.1% | +8.5% | -8.5% | -4.8% |
| 30D | -0.9% | +0.7% | -1.6% | -1.7% |
| 3M | +2.0% | +0.6% | +1.4% | +0.8% |
| 6M | +33.5% | -17.9% | +51.5% | +47.5% |
| YTD | +32.2% | -21.2% | +53.3% | +48.1% |
| 1Y | +48.9% | -18.9% | +67.7% | +62.4% |
| 3Y | +222.9% | +52.6% | +170.2% | +141.9% |
| 5Y | +140.7% | +60.7% | +80.0% | +74.3% |
| 10Y | +1,192.7% | +278.1% | +914.5% | +398.8% |
| All | +8,771.7% | +3,818.1% | +4,953.6% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling