+30.3%
SPXL vs SM
+70.4%
-40.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -15.3% | +20.1% | +1.7% |
| 7D | -2.5% | -21.5% | +19.0% | -6.7% |
| 30D | -4.3% | -11.4% | +7.0% | -6.1% |
| 3M | -4.2% | +0.6% | -4.9% | -3.3% |
| 6M | +15.0% | +0.2% | +14.8% | +17.7% |
| YTD | +28.4% | +69.7% | -41.2% | +27.3% |
| 1Y | +30.3% | +71.6% | -41.2% | +29.5% |
| All | +30.3% | +70.4% | -40.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling