+8,546.7%
SPXL vs TEVA
+9.3%
+8,537.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.4% |
| 7D | -2.5% | +2.0% | -4.5% | -3.5% |
| 30D | -4.2% | +1.0% | -5.2% | -4.9% |
| 3M | +8.1% | +7.3% | +0.8% | +2.7% |
| 6M | +35.6% | +21.7% | +13.9% | +19.9% |
| YTD | +28.8% | +18.8% | +10.0% | +15.0% |
| 1Y | +39.8% | +86.5% | -46.6% | -3.6% |
| 3Y | +221.4% | +269.4% | -48.0% | +39.6% |
| 5Y | +146.9% | +303.6% | -156.7% | -2.6% |
| 10Y | +1,255.8% | -22.9% | +1,278.7% | +1,189.9% |
| All | +8,546.7% | +9.3% | +8,537.4% | +2,978.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling