+1,125.7%
SPXL vs SM
+18.2%
+1,107.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.3% |
| 7D | +9.6% | +10.6% | -1.0% | +6.7% |
| 30D | -9.8% | -15.0% | +5.2% | -6.8% |
| 3M | -9.1% | +1.7% | -10.7% | -10.9% |
| 6M | +1.1% | +5.9% | -4.7% | -3.7% |
| YTD | +22.3% | +79.0% | -56.7% | -0.9% |
| 1Y | +20.3% | +84.7% | -64.4% | -3.7% |
| 3Y | +229.0% | -3.5% | +232.4% | +206.1% |
| 5Y | +103.6% | +4.9% | +98.6% | +80.8% |
| All | +1,125.7% | +18.2% | +1,107.5% | +534.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling