+140.1%
SPXL vs SMTC
+116.8%
+23.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -1.3% | +22.5% | -23.8% | -9.5% |
| 30D | -5.0% | +24.9% | -29.9% | -15.1% |
| 3M | +7.6% | +4.1% | +3.5% | +0.8% |
| 6M | +33.6% | +92.6% | -59.0% | -7.0% |
| YTD | +28.1% | +122.5% | -94.4% | -17.1% |
| 1Y | +43.6% | +166.2% | -122.6% | -15.5% |
| 3Y | +225.8% | +577.2% | -351.3% | -5.6% |
| 5Y | +140.1% | +119.0% | +21.1% | +75.2% |
| All | +140.1% | +116.8% | +23.3% | +75.2% |
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