+8,499.7%
SPXL vs SPYG
+1,417.2%
+7,082.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -2.1% |
| 30D | -5.0% | -1.7% | -3.3% | -0.6% |
| 3M | +7.6% | +3.6% | +3.9% | -2.0% |
| 6M | +33.6% | +16.6% | +17.0% | -10.4% |
| YTD | +28.1% | +13.4% | +14.7% | -7.2% |
| 1Y | +43.6% | +19.6% | +24.0% | -9.4% |
| 3Y | +225.8% | +99.8% | +126.1% | -44.3% |
| 5Y | +140.1% | +85.0% | +55.1% | -40.2% |
| 10Y | +1,248.4% | +422.1% | +826.3% | -72.9% |
| All | +8,499.7% | +1,417.2% | +7,082.4% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling