+7,449.0%
SPXL vs SIMO
+6,047.0%
+1,402.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | -1.1% |
| 7D | -8.7% | -22.0% | +13.3% | +0.8% |
| 30D | -16.9% | -43.0% | +26.2% | +3.6% |
| 3M | -15.2% | -39.1% | +24.0% | -0.5% |
| 6M | -5.5% | -33.3% | +27.8% | +1.0% |
| YTD | +12.4% | +77.0% | -64.5% | -30.1% |
| 1Y | +16.9% | +73.0% | -56.1% | -26.6% |
| 3Y | +211.8% | +215.7% | -3.9% | +45.6% |
| 5Y | +85.6% | +155.6% | -70.0% | -10.8% |
| 10Y | +1,159.4% | +388.4% | +771.0% | +337.4% |
| All | +7,449.0% | +6,047.0% | +1,402.0% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling