+8,010.4%
SPXL vs SMTC
+867.8%
+7,142.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +1.3% |
| 7D | +7.4% | +11.0% | -3.6% | +0.1% |
| 30D | -7.8% | -28.5% | +20.7% | +8.4% |
| 3M | -11.9% | -14.2% | +2.3% | -13.9% |
| 6M | -1.7% | -18.0% | +16.3% | -8.9% |
| YTD | +20.8% | +55.5% | -34.7% | -31.4% |
| 1Y | +25.0% | +69.5% | -44.5% | -33.7% |
| 3Y | +226.1% | +699.7% | -473.5% | -66.4% |
| 5Y | +101.1% | +27.4% | +73.7% | -12.5% |
| 10Y | +1,112.6% | +335.7% | +776.9% | +60.1% |
| All | +8,010.4% | +867.8% | +7,142.5% | +239.5% |
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