+226.1%
SPXL vs SM
-3.9%
+230.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +7.4% | +9.4% | -2.0% | +5.1% |
| 30D | -7.8% | -14.4% | +6.5% | -5.2% |
| 3M | -11.9% | +1.6% | -13.5% | -14.2% |
| 6M | -1.7% | +6.3% | -8.1% | -7.5% |
| YTD | +20.8% | +78.8% | -58.0% | -13.2% |
| 1Y | +25.0% | +83.1% | -58.1% | -11.8% |
| 3Y | +226.1% | -5.9% | +232.0% | +181.5% |
| All | +226.1% | -3.9% | +230.1% | +181.5% |
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 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