+8,499.7%
SPXL vs SONY
+433.8%
+8,065.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.3% | -4.9% | +3.6% | +3.3% |
| 30D | -5.0% | -1.6% | -3.4% | -4.0% |
| 3M | +7.6% | +10.0% | -2.4% | -3.5% |
| 6M | +33.6% | +8.4% | +25.2% | +20.5% |
| YTD | +28.1% | -8.4% | +36.5% | +34.1% |
| 1Y | +43.6% | -18.4% | +62.0% | +66.2% |
| 3Y | +225.8% | +41.0% | +184.9% | +120.2% |
| 5Y | +140.1% | +9.3% | +130.8% | +115.0% |
| 10Y | +1,248.4% | +281.7% | +966.7% | +334.2% |
| All | +8,499.7% | +433.8% | +8,065.9% | +1,708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 all: compounded portfolio wealth divided by compounded SONY 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…
all analysis · Full analysis span regression · 6 months rolling