+22.5%
STM vs SPXL
+140.3%
-117.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +5.2% | +1.5% | +3.7% | +4.3% |
| 30D | -7.4% | -3.7% | -3.7% | -5.3% |
| 3M | -30.6% | +8.1% | -38.8% | -33.2% |
| 6M | +66.4% | +39.0% | +27.3% | +39.4% |
| YTD | +101.1% | +29.9% | +71.2% | +75.3% |
| 1Y | +97.4% | +46.6% | +50.8% | +60.0% |
| 3Y | +21.1% | +230.5% | -209.4% | -40.0% |
| 5Y | +22.5% | +140.2% | -117.7% | -33.1% |
| All | +22.5% | +140.3% | -117.9% | -33.1% |
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 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