+36.5%
SPXL vs UDR
-3.7%
+40.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.0% | -3.4% | -2.6% | -5.4% |
| 30D | -5.8% | -5.4% | -0.3% | -4.9% |
| 3M | +10.9% | -10.0% | +20.8% | +12.6% |
| 6M | +31.9% | -2.5% | +34.5% | +29.2% |
| YTD | +25.8% | -1.1% | +26.9% | +23.8% |
| All | +36.5% | -3.7% | +40.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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