+8,771.7%
SPXL vs SMTC
+1,149.1%
+7,622.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -7.1% |
| 7D | +0.1% | +12.7% | -12.7% | -7.8% |
| 30D | -0.9% | +22.0% | -22.8% | -16.6% |
| 3M | +2.0% | -12.7% | +14.7% | +1.6% |
| 6M | +33.5% | +64.8% | -31.3% | -18.1% |
| YTD | +32.2% | +100.7% | -68.5% | -30.4% |
| 1Y | +48.9% | +146.9% | -98.0% | -34.3% |
| 3Y | +222.9% | +456.8% | -234.0% | -51.7% |
| 5Y | +140.7% | +89.2% | +51.5% | -14.7% |
| 10Y | +1,192.7% | +426.9% | +765.8% | +68.4% |
| All | +8,771.7% | +1,149.1% | +7,622.6% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling