+101.0%
SPXL vs SPY
+72.1%
+28.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.2% |
| 7D | +7.4% | +2.6% | +4.8% | -0.2% |
| 30D | -7.8% | -2.0% | -5.9% | -1.1% |
| 3M | -11.9% | -2.8% | -9.2% | -2.7% |
| 6M | -1.7% | +2.1% | -3.9% | -4.8% |
| YTD | +20.8% | +11.5% | +9.3% | -7.6% |
| 1Y | +25.0% | +13.5% | +11.5% | -8.8% |
| 3Y | +226.1% | +77.7% | +148.4% | -27.2% |
| All | +101.0% | +72.1% | +28.9% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling