+145.2%
SPXL vs TEVA
+300.5%
-155.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | -2.5% | +2.0% | -4.5% | -3.3% |
| 30D | -4.2% | +1.0% | -5.2% | -4.7% |
| 3M | +8.1% | +7.3% | +0.8% | +3.8% |
| 6M | +35.6% | +21.7% | +13.9% | +22.6% |
| YTD | +28.8% | +18.8% | +10.0% | +17.5% |
| 1Y | +39.8% | +86.5% | -46.6% | +3.0% |
| 3Y | +221.4% | +269.4% | -48.0% | +55.0% |
| All | +145.2% | +300.5% | -155.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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