+1,199.1%
SPXL vs USFR
+28.1%
+1,170.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | -4.2% | +0.4% | -4.6% | -4.6% |
| 3M | +8.1% | +1.0% | +7.1% | +6.7% |
| 6M | +35.6% | +2.0% | +33.6% | +32.2% |
| YTD | +28.8% | +2.8% | +26.0% | +24.2% |
| 1Y | +39.8% | +4.1% | +35.7% | +32.2% |
| 3Y | +221.4% | +14.1% | +207.2% | +168.3% |
| 5Y | +146.9% | +20.6% | +126.3% | +88.6% |
| All | +1,199.1% | +28.1% | +1,170.9% | +817.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling