+8,110.7%
SPXL vs SPG
+661.7%
+7,449.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +9.6% | +3.1% | +6.4% | +6.7% |
| 30D | -9.8% | +16.4% | -26.2% | -21.1% |
| 3M | -9.1% | +7.1% | -16.1% | -14.6% |
| 6M | +1.1% | +16.1% | -14.9% | -12.6% |
| YTD | +22.3% | +30.4% | -8.1% | -4.8% |
| 1Y | +20.3% | +33.0% | -12.7% | -8.0% |
| 3Y | +229.0% | +134.6% | +94.3% | +56.5% |
| 5Y | +103.6% | +84.9% | +18.7% | +26.0% |
| 10Y | +1,127.6% | +114.9% | +1,012.7% | +482.4% |
| All | +8,110.7% | +661.7% | +7,449.0% | +1,179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling