+7,977.0%
SPXL vs THC
+2,536.9%
+5,440.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +6.1% |
| 7D | -0.9% | +7.5% | -8.3% | -3.8% |
| 30D | -11.4% | +9.6% | -21.0% | -14.8% |
| 3M | -10.8% | +10.3% | -21.1% | -14.8% |
| 6M | -0.3% | +51.8% | -52.1% | -18.6% |
| YTD | +20.3% | +45.4% | -25.1% | -1.4% |
| 1Y | +24.7% | +40.8% | -16.1% | +3.2% |
| 3Y | +238.6% | +448.8% | -210.3% | +49.3% |
| 5Y | +100.0% | +263.4% | -163.4% | +2.8% |
| 10Y | +1,108.4% | +1,800.1% | -691.6% | +149.2% |
| All | +7,977.0% | +2,536.9% | +5,440.2% | +1,080.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling