+1,110.7%
SPXL vs THC
+1,813.2%
-702.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +7.4% | +1.0% | +6.5% | +7.1% |
| 30D | -7.8% | +5.3% | -13.1% | -9.8% |
| 3M | -11.9% | +7.1% | -19.0% | -14.7% |
| 6M | -1.7% | +46.0% | -47.8% | -18.3% |
| YTD | +20.8% | +43.9% | -23.1% | -0.4% |
| 1Y | +25.0% | +45.4% | -20.4% | +2.3% |
| 3Y | +226.1% | +421.3% | -195.2% | +46.2% |
| 5Y | +101.1% | +261.5% | -160.4% | +2.8% |
| All | +1,110.7% | +1,813.2% | -702.6% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling