+101.0%
SPXL vs SMTC
+26.3%
+74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +0.3% |
| 7D | +7.4% | +11.0% | -3.6% | +2.9% |
| 30D | -7.8% | -28.5% | +20.7% | +2.6% |
| 3M | -11.9% | -14.2% | +2.3% | -12.1% |
| 6M | -1.7% | -18.0% | +16.3% | -4.2% |
| YTD | +20.8% | +55.5% | -34.7% | -13.4% |
| 1Y | +25.0% | +69.5% | -44.5% | -14.0% |
| 3Y | +226.1% | +699.7% | -473.5% | -21.0% |
| All | +101.0% | +26.3% | +74.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling