+8,010.4%
SPXL vs SGI
+3,307.2%
+4,703.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | +7.4% | -5.3% | +12.8% | +10.9% |
| 30D | -7.8% | -2.1% | -5.8% | -7.3% |
| 3M | -11.9% | -8.2% | -3.8% | -8.4% |
| 6M | -1.7% | -4.6% | +2.8% | -0.9% |
| YTD | +20.8% | -31.5% | +52.3% | +45.8% |
| 1Y | +25.0% | -30.8% | +55.8% | +50.0% |
| 3Y | +226.1% | +67.2% | +158.9% | +131.2% |
| 5Y | +101.1% | +42.5% | +58.6% | +55.4% |
| 10Y | +1,112.6% | +321.9% | +790.7% | +349.8% |
| All | +8,010.4% | +3,307.2% | +4,703.1% | +275.7% |
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