+1,125.7%
SPXL vs SUI
+120.9%
+1,004.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | +9.6% | -3.8% | +13.4% | +13.7% |
| 30D | -9.8% | +3.9% | -13.7% | -14.3% |
| 3M | -9.1% | +0.2% | -9.3% | -10.9% |
| 6M | +1.1% | -4.2% | +5.3% | +1.4% |
| YTD | +22.3% | -2.5% | +24.8% | +19.8% |
| 1Y | +20.3% | -4.0% | +24.3% | +19.6% |
| 3Y | +229.0% | +16.5% | +212.5% | +145.8% |
| 5Y | +103.6% | -27.2% | +130.8% | +170.2% |
| All | +1,125.7% | +120.9% | +1,004.8% | +719.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling