+396.7%
SPXL vs SITM
+4,437.5%
-4,040.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -1.3% | +3.7% | -5.0% | -2.7% |
| 30D | -5.0% | -14.5% | +9.5% | -0.1% |
| 3M | +7.6% | -10.6% | +18.1% | +7.4% |
| 6M | +33.6% | +65.5% | -31.9% | +1.1% |
| YTD | +28.1% | +67.0% | -38.9% | -6.0% |
| 1Y | +43.6% | +138.6% | -95.0% | -12.0% |
| 3Y | +225.8% | +421.8% | -196.0% | +26.5% |
| 5Y | +140.1% | +172.4% | -32.4% | +5.7% |
| All | +396.7% | +4,437.5% | -4,040.8% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling