+8,499.7%
SPXL vs ULTA
+5,417.9%
+3,081.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -1.3% | -1.8% | +0.5% | -0.2% |
| 30D | -5.0% | -1.2% | -3.8% | -4.8% |
| 3M | +7.6% | +13.4% | -5.8% | -1.7% |
| 6M | +33.6% | -15.6% | +49.2% | +44.3% |
| YTD | +28.1% | -10.4% | +38.5% | +32.7% |
| 1Y | +43.6% | +5.5% | +38.2% | +32.7% |
| 3Y | +225.8% | +31.0% | +194.9% | +150.4% |
| 5Y | +140.1% | +41.8% | +98.2% | +79.2% |
| 10Y | +1,248.4% | +127.0% | +1,121.4% | +620.6% |
| All | +8,499.7% | +5,417.9% | +3,081.8% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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