+39.8%
SPXL vs SM
+48.5%
-8.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.5% | +4.6% | -7.1% | -1.9% |
| 30D | -4.2% | +18.2% | -22.4% | -1.9% |
| 3M | +8.1% | +22.5% | -14.4% | +12.1% |
| 6M | +35.6% | +50.6% | -15.0% | +39.3% |
| YTD | +28.8% | +108.1% | -79.3% | +27.4% |
| 1Y | +39.8% | +46.0% | -6.2% | +42.2% |
| All | +39.8% | +48.5% | -8.7% | +42.2% |
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