+8,010.4%
SPXL vs SM
+57.5%
+7,952.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +7.4% | +9.4% | -2.0% | +4.2% |
| 30D | -7.8% | -14.4% | +6.5% | -4.1% |
| 3M | -11.9% | +1.6% | -13.5% | -14.3% |
| 6M | -1.7% | +6.3% | -8.1% | -8.2% |
| YTD | +20.8% | +78.8% | -58.0% | -8.4% |
| 1Y | +25.0% | +83.1% | -58.1% | -6.4% |
| 3Y | +226.1% | -5.9% | +232.0% | +197.5% |
| 5Y | +101.1% | +4.8% | +96.3% | +68.5% |
| 10Y | +1,112.6% | +17.5% | +1,095.0% | +392.3% |
| All | +8,010.4% | +57.5% | +7,952.9% | +1,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling