+140.2%
SPXL vs STT
+150.3%
-10.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.3% |
| 7D | +1.5% | +2.2% | -0.7% | -0.9% |
| 30D | -3.7% | +3.9% | -7.6% | -7.9% |
| 3M | +8.1% | +19.2% | -11.1% | -11.6% |
| 6M | +39.0% | +60.4% | -21.3% | -18.6% |
| YTD | +29.9% | +51.5% | -21.5% | -19.4% |
| 1Y | +46.6% | +76.3% | -29.7% | -23.5% |
| 3Y | +230.5% | +200.7% | +29.8% | -2.8% |
| 5Y | +140.2% | +157.5% | -17.3% | -23.5% |
| All | +140.2% | +150.3% | -10.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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