+90.1%
STM vs SPXL
+20.0%
+70.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.4% |
| 7D | -7.9% | -2.9% | -5.0% | -5.9% |
| 30D | -14.1% | -12.4% | -1.7% | -2.8% |
| 3M | -17.6% | -11.8% | -5.8% | -7.6% |
| 6M | -24.2% | -1.4% | -22.8% | -22.2% |
| YTD | +73.3% | +19.0% | +54.3% | +53.0% |
| 1Y | +90.1% | +18.0% | +72.1% | +68.5% |
| All | +90.1% | +20.0% | +70.1% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling