+18.0%
SPXL vs SN
+140.3%
-122.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -2.9% | +7.6% | -10.4% | -5.6% |
| 30D | -12.4% | +22.4% | -34.8% | -19.4% |
| 3M | -11.8% | +21.7% | -33.4% | -18.8% |
| 6M | -1.4% | +102.8% | -104.2% | -29.8% |
| YTD | +19.0% | +102.4% | -83.4% | -16.9% |
| 1Y | +18.0% | +139.0% | -121.0% | -24.0% |
| All | +18.0% | +140.3% | -122.4% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling