+1,199.1%
SPXL vs SNY
+64.5%
+1,134.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.5% | -3.3% | +0.8% | +0.3% |
| 30D | -4.2% | -2.2% | -2.1% | -2.6% |
| 3M | +8.1% | -3.0% | +11.1% | +9.8% |
| 6M | +35.6% | +2.7% | +32.9% | +30.3% |
| YTD | +28.8% | -6.8% | +35.6% | +34.1% |
| 1Y | +39.8% | -5.3% | +45.1% | +42.1% |
| 3Y | +221.4% | -9.8% | +231.2% | +209.4% |
| 5Y | +146.9% | +9.7% | +137.3% | +76.6% |
| All | +1,199.1% | +64.5% | +1,134.6% | +643.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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