+399.4%
SPXL vs SITM
+4,789.7%
-4,390.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +0.3% |
| 7D | -2.5% | +3.9% | -6.4% | -4.0% |
| 30D | -4.2% | -6.6% | +2.4% | -2.6% |
| 3M | +8.1% | -11.9% | +20.0% | +8.7% |
| 6M | +35.6% | +81.1% | -45.5% | -0.9% |
| YTD | +28.8% | +80.0% | -51.2% | -8.2% |
| 1Y | +39.8% | +145.8% | -106.0% | -15.2% |
| 3Y | +221.4% | +475.9% | -254.5% | +20.1% |
| 5Y | +146.9% | +189.2% | -42.3% | +6.3% |
| All | +399.4% | +4,789.7% | -4,390.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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