+1,199.1%
SPXL vs SPYG
+424.6%
+774.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +0.4% |
| 7D | -2.5% | -0.9% | -1.6% | -0.3% |
| 30D | -4.2% | -1.5% | -2.7% | -0.5% |
| 3M | +8.1% | +3.7% | +4.4% | -1.0% |
| 6M | +35.6% | +16.4% | +19.2% | -6.0% |
| YTD | +28.8% | +13.3% | +15.5% | -4.2% |
| 1Y | +39.8% | +17.9% | +22.0% | -5.1% |
| 3Y | +221.4% | +98.3% | +123.0% | -36.3% |
| 5Y | +146.9% | +86.4% | +60.5% | -31.2% |
| All | +1,199.1% | +424.6% | +774.5% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling