+346.8%
STRL vs SPXL
+227.9%
+119.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +7.0% | +8.0% | +9.6% |
| 7D | -13.3% | -0.9% | -12.5% | -13.2% |
| 30D | -43.3% | -11.4% | -31.9% | -37.7% |
| 3M | -46.9% | -10.8% | -36.1% | -42.0% |
| 6M | -65.6% | -0.3% | -65.3% | -65.4% |
| YTD | -5.1% | +20.3% | -25.4% | -15.8% |
| 1Y | -23.1% | +24.7% | -47.8% | -32.9% |
| 3Y | +346.8% | +238.6% | +108.3% | +135.2% |
| All | +346.8% | +227.9% | +119.0% | +135.2% |
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