+1,087.3%
SPXL vs SIMO
+395.4%
+691.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -2.9% | -16.0% | +13.2% | +4.5% |
| 30D | -12.4% | -35.8% | +23.4% | +4.4% |
| 3M | -11.8% | -26.5% | +14.7% | -4.3% |
| 6M | -1.4% | -33.0% | +31.6% | +4.8% |
| YTD | +19.0% | +84.3% | -65.4% | -33.9% |
| 1Y | +18.0% | +82.0% | -64.0% | -34.0% |
| 3Y | +220.0% | +218.5% | +1.5% | +25.7% |
| 5Y | +102.6% | +175.0% | -72.4% | -22.1% |
| 10Y | +1,087.3% | +407.5% | +679.8% | +183.1% |
| All | +1,087.3% | +395.4% | +691.9% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling