+30.3%
SPXL vs SIMO
+94.5%
-64.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.6% | +14.4% | +6.3% |
| 7D | -2.5% | -16.9% | +14.4% | 0.0% |
| 30D | -4.3% | -35.4% | +31.0% | +1.4% |
| 3M | -4.2% | -31.9% | +27.6% | -0.2% |
| 6M | +15.0% | -19.3% | +34.3% | +16.1% |
| YTD | +28.4% | +98.5% | -70.1% | +2.4% |
| 1Y | +30.3% | +100.5% | -70.2% | +2.6% |
| All | +30.3% | +94.5% | -64.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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