+8,771.7%
SPXL vs SIMO
+9,576.3%
-804.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -5.0% |
| 7D | +0.1% | +4.2% | -4.2% | -2.1% |
| 30D | -0.9% | +4.1% | -5.0% | -4.6% |
| 3M | +2.0% | -12.9% | +14.9% | +2.4% |
| 6M | +33.5% | +110.3% | -76.8% | -17.1% |
| YTD | +32.2% | +178.6% | -146.4% | -30.0% |
| 1Y | +48.9% | +220.0% | -171.1% | -26.6% |
| 3Y | +222.9% | +409.0% | -186.2% | +27.4% |
| 5Y | +140.7% | +277.3% | -136.6% | +1.6% |
| 10Y | +1,192.7% | +506.6% | +686.0% | +319.5% |
| All | +8,771.7% | +9,576.3% | -804.7% | +388.5% |
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