+28.6%
SPXL vs SUNB
+1.6%
+26.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -3.5% |
| 7D | -1.3% | +9.4% | -10.7% | -4.6% |
| 30D | -5.0% | -6.9% | +1.9% | -2.5% |
| 3M | +7.6% | -11.3% | +18.9% | +12.6% |
| 6M | +33.6% | -1.8% | +35.4% | +31.0% |
| All | +28.6% | +1.6% | +26.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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