+219.6%
SPXL vs SM
-1.2%
+220.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -5.0% | +20.3% | -25.3% | -9.9% |
| 3M | +7.6% | +22.9% | -15.3% | -0.2% |
| 6M | +33.6% | +47.8% | -14.2% | +11.7% |
| YTD | +28.1% | +107.5% | -79.4% | -8.7% |
| 1Y | +43.6% | +51.7% | -8.1% | +16.7% |
| All | +219.6% | -1.2% | +220.8% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling