+465.1%
STM vs SPXL
+1,102.8%
-637.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | +12.0% | +7.4% | +4.6% | +7.7% |
| 30D | -0.4% | -7.8% | +7.5% | +4.3% |
| 3M | -13.2% | -11.9% | -1.2% | -6.7% |
| 6M | -26.1% | -1.7% | -24.3% | -24.2% |
| YTD | +81.2% | +20.8% | +60.4% | +66.7% |
| 1Y | +98.3% | +25.0% | +73.3% | +79.0% |
| 3Y | +16.7% | +226.1% | -209.4% | -38.3% |
| 5Y | -4.8% | +101.1% | -105.9% | -40.8% |
| All | +465.1% | +1,102.8% | -637.8% | +21.3% |
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