+672.3%
SPXL vs USHY
+50.4%
+621.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.4% |
| 7D | -1.3% | -0.1% | -1.2% | -0.6% |
| 30D | -5.0% | 0.0% | -4.9% | -4.7% |
| 3M | +7.6% | +0.8% | +6.7% | +3.7% |
| 6M | +33.6% | +1.9% | +31.7% | +23.6% |
| YTD | +28.1% | +2.3% | +25.8% | +17.1% |
| 1Y | +43.6% | +4.1% | +39.5% | +20.4% |
| 3Y | +225.8% | +27.8% | +198.0% | +7.6% |
| 5Y | +140.1% | +21.5% | +118.6% | +23.4% |
| All | +672.3% | +50.4% | +621.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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