+85.0%
SPXL vs SUI
-26.3%
+111.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.8% |
| 7D | -8.7% | +6.2% | -14.9% | -13.1% |
| 30D | -16.9% | +8.6% | -25.5% | -23.0% |
| 3M | -15.2% | +1.0% | -16.2% | -16.9% |
| 6M | -5.5% | -2.6% | -2.9% | -6.1% |
| YTD | +12.4% | -0.1% | +12.6% | +8.7% |
| 1Y | +16.9% | +0.5% | +16.4% | +12.3% |
| 3Y | +211.8% | +15.3% | +196.6% | +142.6% |
| All | +85.0% | -26.3% | +111.3% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling