+311.2%
SPY vs SPXL
+1,239.4%
-928.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.0% | -6.0% | +4.0% | +0.1% |
| 30D | -1.7% | -5.8% | +4.1% | +0.3% |
| 3M | +4.7% | +10.9% | -6.1% | +0.8% |
| 6M | +12.5% | +31.9% | -19.4% | +1.5% |
| YTD | +11.7% | +25.8% | -14.0% | +2.2% |
| 1Y | +17.5% | +39.8% | -22.3% | +3.3% |
| 3Y | +76.6% | +219.9% | -143.3% | +12.1% |
| 5Y | +82.0% | +141.1% | -59.1% | +17.7% |
| All | +311.2% | +1,239.4% | -928.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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