+177.9%
SPXL vs SN
+671.3%
-493.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.5% |
| 7D | +7.4% | +1.5% | +5.9% | +6.7% |
| 30D | -7.8% | +21.5% | -29.3% | -15.6% |
| 3M | -11.9% | +20.0% | -32.0% | -19.3% |
| 6M | -1.7% | +119.9% | -121.7% | -32.4% |
| YTD | +20.8% | +102.3% | -81.5% | -14.4% |
| 1Y | +25.0% | +148.0% | -123.0% | -19.5% |
| 3Y | +226.1% | +450.0% | -223.9% | +78.2% |
| All | +177.9% | +671.3% | -493.3% | +50.6% |
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