-5.5%
SPXL vs SIMO
-29.1%
+23.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | -0.1% |
| 7D | -8.7% | -22.0% | +13.3% | -4.7% |
| 30D | -16.9% | -43.0% | +26.2% | -9.0% |
| 3M | -15.2% | -39.1% | +24.0% | -8.8% |
| 6M | -5.5% | -33.3% | +27.8% | +0.7% |
| All | -5.5% | -29.1% | +23.5% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling