+12,903.5%
SPXL vs SPXU
-100.0%
+13,003.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | 0.0% |
| 7D | +1.5% | -1.5% | +2.9% | +0.1% |
| 30D | -3.7% | +3.7% | -7.4% | +0.4% |
| 3M | +8.1% | -9.6% | +17.7% | +1.4% |
| 6M | +39.0% | -32.4% | +71.4% | +2.5% |
| YTD | +29.9% | -28.7% | +58.6% | +3.3% |
| 1Y | +46.6% | -38.2% | +84.8% | +4.8% |
| 3Y | +230.5% | -80.4% | +311.0% | +17.7% |
| 5Y | +140.2% | -86.0% | +226.2% | +21.4% |
| 10Y | +1,168.8% | -99.5% | +1,268.3% | +8.8% |
| All | +12,903.5% | -100.0% | +13,003.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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