+8,110.7%
SPXL vs STT
+471.6%
+7,639.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.8% |
| 7D | +9.6% | +5.1% | +4.4% | +4.8% |
| 30D | -9.8% | -0.2% | -9.5% | -8.9% |
| 3M | -9.1% | -8.1% | -0.9% | -1.3% |
| 6M | +1.1% | +16.6% | -15.5% | -11.9% |
| YTD | +22.3% | +37.8% | -15.5% | -8.7% |
| 1Y | +20.3% | +46.8% | -26.6% | -15.2% |
| 3Y | +229.0% | +181.2% | +47.8% | +33.0% |
| 5Y | +103.6% | +105.1% | -1.5% | +12.3% |
| 10Y | +1,127.6% | +202.3% | +925.2% | +431.4% |
| All | +8,110.7% | +471.6% | +7,639.1% | +2,135.2% |
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