+13.5%
STM vs SPXL
+227.9%
-214.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +1.9% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | -14.4% | -11.4% | -3.0% | -6.8% |
| 3M | -20.5% | -10.8% | -9.7% | -13.9% |
| 6M | -24.5% | -0.3% | -24.2% | -23.1% |
| YTD | +72.7% | +20.3% | +52.4% | +55.9% |
| 1Y | +91.0% | +24.7% | +66.3% | +68.1% |
| 3Y | +13.5% | +238.6% | -225.0% | -52.0% |
| All | +13.5% | +227.9% | -214.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling