+15,044.5%
SPXL vs SPXS
-100.0%
+15,144.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | 0.0% |
| 7D | -1.3% | +1.2% | -2.5% | +0.1% |
| 30D | -5.0% | +5.2% | -10.2% | +0.4% |
| 3M | +7.6% | -9.2% | +16.7% | +1.4% |
| 6M | +33.6% | -29.6% | +63.2% | +2.8% |
| YTD | +28.1% | -27.6% | +55.7% | +3.6% |
| 1Y | +43.6% | -36.7% | +80.4% | +5.5% |
| 3Y | +225.8% | -79.8% | +305.7% | +21.1% |
| 5Y | +140.1% | -85.9% | +225.9% | +24.2% |
| 10Y | +1,248.4% | -99.5% | +1,347.9% | +13.4% |
| All | +15,044.5% | -100.0% | +15,144.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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