+1,248.4%
SPXL vs SIMO
+548.4%
+700.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.3% |
| 7D | -1.3% | +14.5% | -15.8% | -7.6% |
| 30D | -5.0% | +20.4% | -25.4% | -14.1% |
| 3M | +7.6% | +7.1% | +0.5% | -2.1% |
| 6M | +33.6% | +129.2% | -95.6% | -24.5% |
| YTD | +28.1% | +201.9% | -173.8% | -40.0% |
| 1Y | +43.6% | +235.5% | -191.9% | -37.2% |
| 3Y | +225.8% | +463.8% | -238.0% | +4.3% |
| 5Y | +140.1% | +306.7% | -166.6% | -16.3% |
| 10Y | +1,248.4% | +579.5% | +668.9% | +192.7% |
| All | +1,248.4% | +548.4% | +700.0% | +192.7% |
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