+194.7%
SPXL vs SN
+476.8%
-282.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | +0.2% |
| 30D | -5.0% | -9.1% | +4.1% | -1.1% |
| 3M | +7.6% | +31.8% | -24.2% | -6.0% |
| 6M | +33.6% | +52.0% | -18.4% | +8.5% |
| YTD | +28.1% | +51.3% | -23.2% | +3.8% |
| 1Y | +43.6% | +46.9% | -3.2% | +17.0% |
| 3Y | +225.8% | +394.9% | -169.1% | +101.7% |
| All | +194.7% | +476.8% | -282.1% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling