+230.5%
SPXL vs SN
+430.5%
-199.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | -3.7% | -5.6% | +1.9% | -1.1% |
| 3M | +8.1% | +48.1% | -39.9% | -13.5% |
| 6M | +39.0% | +57.6% | -18.6% | +6.9% |
| YTD | +29.9% | +56.5% | -26.6% | -0.3% |
| 1Y | +46.6% | +52.6% | -5.9% | +13.1% |
| 3Y | +230.5% | +412.0% | -181.5% | +66.1% |
| All | +230.5% | +430.5% | -199.9% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling