-9.2%
STM vs SPXL
+97.5%
-106.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +2.5% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | -14.4% | -11.4% | -3.0% | -7.8% |
| 3M | -20.5% | -10.8% | -9.7% | -14.7% |
| 6M | -24.5% | -0.3% | -24.2% | -23.1% |
| YTD | +72.7% | +20.3% | +52.4% | +58.0% |
| 1Y | +91.0% | +24.7% | +66.3% | +70.7% |
| 3Y | +13.5% | +238.6% | -225.0% | -43.8% |
| 5Y | -9.2% | +100.0% | -109.1% | -45.8% |
| All | -9.2% | +97.5% | -106.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling