+759.2%
STM vs SPXL
+7,227.9%
-6,468.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +1.4% |
| 7D | +1.4% | -3.8% | +5.2% | +3.8% |
| 30D | -8.4% | -8.8% | +0.4% | -3.6% |
| 3M | -15.8% | -7.4% | -8.4% | -12.1% |
| 6M | -22.8% | +1.8% | -24.6% | -22.3% |
| YTD | +79.4% | +23.6% | +55.8% | +63.5% |
| 1Y | +97.0% | +21.7% | +75.3% | +80.7% |
| 3Y | +14.2% | +232.4% | -218.2% | -39.6% |
| 5Y | -4.5% | +110.4% | -114.9% | -41.2% |
| 10Y | +463.1% | +1,140.4% | -677.3% | +16.1% |
| All | +759.2% | +7,227.9% | -6,468.7% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling