+7,886.5%
SPXL vs STT
+464.7%
+7,421.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | -12.4% | -1.9% | -10.5% | -10.2% |
| 3M | -11.8% | -7.6% | -4.2% | -4.8% |
| 6M | -1.4% | +16.0% | -17.4% | -13.7% |
| YTD | +19.0% | +36.2% | -17.2% | -10.2% |
| 1Y | +18.0% | +46.8% | -28.8% | -16.8% |
| 3Y | +220.0% | +177.8% | +42.2% | +30.8% |
| 5Y | +102.6% | +105.8% | -3.3% | +11.4% |
| 10Y | +1,087.3% | +197.6% | +889.7% | +421.1% |
| All | +7,886.5% | +464.7% | +7,421.7% | +2,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling