+101.0%
SPXL vs SUI
-26.4%
+127.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -2.0% |
| 7D | +7.4% | -1.5% | +8.9% | +8.6% |
| 30D | -7.8% | +3.7% | -11.6% | -11.4% |
| 3M | -11.9% | -0.4% | -11.5% | -12.8% |
| 6M | -1.7% | -2.8% | +1.0% | -2.4% |
| YTD | +20.8% | -1.6% | +22.4% | +18.1% |
| 1Y | +25.0% | -2.1% | +27.0% | +22.6% |
| 3Y | +226.1% | +18.5% | +207.7% | +144.0% |
| All | +101.0% | -26.4% | +127.4% | +194.6% |
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