+986.6%
SPY vs SPXL
+7,063.6%
-6,077.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +2.6% | +7.4% | -4.8% | +0.1% |
| 30D | -2.0% | -7.8% | +5.9% | +0.3% |
| 3M | -2.8% | -11.9% | +9.2% | +0.9% |
| 6M | +2.1% | -1.7% | +3.9% | +1.7% |
| YTD | +11.5% | +20.8% | -9.3% | +2.8% |
| 1Y | +13.5% | +25.0% | -11.5% | +3.3% |
| 3Y | +77.7% | +226.1% | -148.4% | +11.8% |
| 5Y | +72.6% | +101.1% | -28.5% | +18.2% |
| 10Y | +308.2% | +1,112.6% | -804.4% | +27.0% |
| All | +986.6% | +7,063.6% | -6,077.0% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling