+1,110.7%
SPXL vs SIMO
+394.4%
+716.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +1.2% |
| 7D | +7.4% | +4.1% | +3.3% | +5.5% |
| 30D | -7.8% | -24.0% | +16.1% | +2.0% |
| 3M | -11.9% | -31.8% | +19.8% | -1.1% |
| 6M | -1.7% | -36.9% | +35.2% | +7.5% |
| YTD | +20.8% | +84.8% | -64.0% | -33.1% |
| 1Y | +25.0% | +99.0% | -74.0% | -33.7% |
| 3Y | +226.1% | +217.9% | +8.2% | +27.9% |
| 5Y | +101.1% | +171.5% | -70.4% | -22.2% |
| All | +1,110.7% | +394.4% | +716.3% | +188.8% |
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