+730.2%
STM vs SPXL
+6,954.2%
-6,224.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -7.9% | -2.9% | -5.0% | -6.5% |
| 30D | -14.1% | -12.4% | -1.7% | -7.7% |
| 3M | -17.6% | -11.8% | -5.8% | -11.8% |
| 6M | -24.2% | -1.4% | -22.8% | -22.5% |
| YTD | +73.3% | +19.0% | +54.3% | +61.2% |
| 1Y | +90.1% | +18.0% | +72.1% | +77.2% |
| 3Y | +10.3% | +220.0% | -209.7% | -40.4% |
| 5Y | -5.7% | +102.6% | -108.3% | -40.9% |
| 10Y | +444.1% | +1,087.3% | -643.2% | +14.8% |
| All | +730.2% | +6,954.2% | -6,224.0% | -50.1% |
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 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