+8,623.5%
SPXL vs WY
+202.2%
+8,421.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | 0.0% |
| 7D | +1.5% | -2.1% | +3.5% | +3.9% |
| 30D | -3.7% | -10.5% | +6.8% | +9.2% |
| 3M | +8.1% | -4.9% | +13.0% | +11.7% |
| 6M | +39.0% | -4.9% | +44.0% | +42.3% |
| YTD | +29.9% | -1.7% | +31.6% | +25.3% |
| 1Y | +46.6% | -9.4% | +56.0% | +53.2% |
| 3Y | +230.5% | -22.3% | +252.8% | +301.0% |
| 5Y | +140.2% | -20.5% | +160.7% | +203.4% |
| 10Y | +1,168.8% | +4.9% | +1,163.8% | +1,069.5% |
| All | +8,623.5% | +202.2% | +8,421.3% | +1,733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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