+1,199.1%
SPXL vs TECK
+377.7%
+821.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -2.5% | -3.8% | +1.3% | -0.7% |
| 30D | -4.2% | +0.7% | -5.0% | -5.0% |
| 3M | +8.1% | +4.6% | +3.5% | +4.3% |
| 6M | +35.6% | +25.1% | +10.5% | +18.3% |
| YTD | +28.8% | +39.2% | -10.4% | +4.6% |
| 1Y | +39.8% | +60.3% | -20.5% | +4.5% |
| 3Y | +221.4% | +62.9% | +158.5% | +130.6% |
| 5Y | +146.9% | +181.5% | -34.5% | +23.7% |
| All | +1,199.1% | +377.7% | +821.4% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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