+515.0%
STRL vs SPXL
+241.4%
+273.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -9.2% | -0.9% | -8.4% | -8.7% |
| 3M | -51.0% | +2.0% | -53.1% | -51.8% |
| 6M | +15.8% | +33.5% | -17.7% | -4.6% |
| YTD | +58.9% | +32.2% | +26.7% | +31.5% |
| 1Y | +68.5% | +48.9% | +19.6% | +31.0% |
| All | +515.0% | +241.4% | +273.6% | +205.6% |
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