+1,087.3%
SPXL vs THC
+1,758.3%
-671.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -2.9% | +8.8% | -11.7% | -6.2% |
| 30D | -12.4% | +10.0% | -22.4% | -15.9% |
| 3M | -11.8% | +11.7% | -23.4% | -16.1% |
| 6M | -1.4% | +52.5% | -53.9% | -19.5% |
| YTD | +19.0% | +46.1% | -27.1% | -2.5% |
| 1Y | +18.0% | +49.1% | -31.1% | -4.4% |
| 3Y | +220.0% | +439.6% | -219.6% | +42.0% |
| 5Y | +102.6% | +263.2% | -160.6% | +3.8% |
| 10Y | +1,087.3% | +1,900.5% | -813.2% | +233.2% |
| All | +1,087.3% | +1,758.3% | -671.0% | +233.2% |
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