+318.0%
SPYM vs SPXL
+1,271.9%
-953.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | -0.8% | -2.5% | +1.8% | +0.1% |
| 30D | -1.1% | -4.2% | +3.2% | +0.3% |
| 3M | +3.9% | +8.1% | -4.2% | +0.8% |
| 6M | +13.6% | +35.6% | -22.0% | +1.6% |
| YTD | +12.7% | +28.8% | -16.1% | +2.3% |
| 1Y | +17.6% | +39.8% | -22.2% | +3.3% |
| 3Y | +77.2% | +221.4% | -144.1% | +12.0% |
| 5Y | +84.1% | +146.9% | -62.8% | +17.7% |
| All | +318.0% | +1,271.9% | -953.8% | +28.1% |
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