+8,771.7%
SPXL vs STT
+535.9%
+8,235.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | -0.9% | +3.9% | -4.7% | -4.4% |
| 3M | +2.0% | +20.0% | -17.9% | -13.8% |
| 6M | +33.5% | +55.3% | -21.8% | -10.9% |
| YTD | +32.2% | +53.3% | -21.2% | -11.0% |
| 1Y | +48.9% | +74.7% | -25.8% | -10.9% |
| 3Y | +222.9% | +205.8% | +17.0% | +20.3% |
| 5Y | +140.7% | +145.0% | -4.3% | +12.2% |
| 10Y | +1,192.7% | +266.0% | +926.6% | +372.4% |
| All | +8,771.7% | +535.9% | +8,235.8% | +2,077.5% |
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 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