+30.3%
SPXL vs THC
+46.1%
-15.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.6% | -4.7% | +3.5% |
| 7D | -2.5% | +8.8% | -11.3% | -3.7% |
| 30D | -4.3% | +12.6% | -17.0% | -6.0% |
| 3M | -4.2% | +15.4% | -19.6% | -6.3% |
| 6M | +15.0% | +57.7% | -42.7% | +6.7% |
| YTD | +28.4% | +47.1% | -18.6% | +21.3% |
| 1Y | +30.3% | +40.7% | -10.4% | +24.6% |
| All | +30.3% | +46.1% | -15.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling