+48.9%
SPXL vs SPG
+21.3%
+27.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.1% | -2.4% | +2.4% | +0.9% |
| 30D | -0.9% | -6.8% | +6.0% | +1.5% |
| 3M | +2.0% | +2.7% | -0.6% | -1.0% |
| 6M | +33.5% | +5.5% | +28.1% | +25.2% |
| YTD | +32.2% | +15.7% | +16.4% | +20.7% |
| 1Y | +48.9% | +20.9% | +28.0% | +33.3% |
| All | +48.9% | +21.3% | +27.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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