+8,010.4%
SPXL vs SPG
+659.7%
+7,350.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +7.4% | +2.0% | +5.4% | +5.7% |
| 30D | -7.8% | +17.2% | -25.1% | -20.0% |
| 3M | -11.9% | +6.3% | -18.3% | -16.8% |
| 6M | -1.7% | +18.7% | -20.4% | -16.6% |
| YTD | +20.8% | +30.1% | -9.3% | -5.8% |
| 1Y | +25.0% | +32.8% | -7.8% | -4.3% |
| 3Y | +226.1% | +133.6% | +92.6% | +55.7% |
| 5Y | +101.1% | +84.4% | +16.7% | +24.7% |
| 10Y | +1,112.6% | +114.3% | +998.2% | +476.7% |
| All | +8,010.4% | +659.7% | +7,350.7% | +1,166.4% |
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