+1,232.2%
SPXL vs TRU
+226.0%
+1,006.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -1.3% | -6.5% | +5.2% | +4.8% |
| 30D | -5.0% | -2.5% | -2.5% | -3.4% |
| 3M | +7.6% | +10.4% | -2.8% | -5.7% |
| 6M | +33.6% | +1.6% | +32.0% | +24.4% |
| YTD | +28.1% | -9.7% | +37.8% | +29.6% |
| 1Y | +43.6% | -17.3% | +60.9% | +54.5% |
| 3Y | +225.8% | -1.8% | +227.7% | +162.8% |
| 5Y | +140.1% | -36.2% | +176.3% | +234.6% |
| 10Y | +1,248.4% | +143.2% | +1,105.2% | +534.8% |
| All | +1,232.2% | +226.0% | +1,006.2% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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