+8,623.5%
SPXL vs UDR
+311.4%
+8,312.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -0.9% |
| 7D | +1.5% | -2.1% | +3.5% | +3.6% |
| 30D | -3.7% | -5.6% | +2.0% | +2.0% |
| 3M | +8.1% | -5.8% | +13.9% | +13.3% |
| 6M | +39.0% | -1.1% | +40.2% | +37.7% |
| YTD | +29.9% | +1.6% | +28.3% | +24.3% |
| 1Y | +46.6% | -2.7% | +49.3% | +45.5% |
| 3Y | +230.5% | +6.3% | +224.2% | +200.8% |
| 5Y | +140.2% | -19.3% | +159.5% | +206.1% |
| 10Y | +1,168.8% | +46.0% | +1,122.8% | +895.5% |
| All | +8,623.5% | +311.4% | +8,312.0% | +2,487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling