+8,771.7%
SPXL vs SM
+75.3%
+8,696.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.9% | +26.3% | -27.2% | -8.8% |
| 3M | +2.0% | +8.7% | -6.6% | -3.0% |
| 6M | +33.5% | +51.7% | -18.2% | +10.1% |
| YTD | +32.2% | +99.0% | -66.9% | -1.4% |
| 1Y | +48.9% | +34.6% | +14.3% | +25.4% |
| 3Y | +222.9% | -7.8% | +230.6% | +200.6% |
| 5Y | +140.7% | +104.8% | +35.9% | +62.9% |
| 10Y | +1,192.7% | +7.2% | +1,185.4% | +460.5% |
| All | +8,771.7% | +75.3% | +8,696.4% | +1,141.1% |
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