+1,972.8%
STX vs SPXL
+1,102.8%
+870.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | +14.6% | +7.4% | +7.2% | +11.5% |
| 30D | -26.0% | -7.8% | -18.1% | -22.8% |
| 3M | -42.6% | -11.9% | -30.7% | -39.2% |
| 6M | -35.3% | -1.7% | -33.5% | -34.3% |
| YTD | +92.5% | +20.8% | +71.6% | +80.3% |
| 1Y | +102.4% | +25.0% | +77.4% | +87.5% |
| 3Y | +673.8% | +226.1% | +447.7% | +379.0% |
| 5Y | +463.1% | +101.1% | +362.0% | +286.4% |
| All | +1,972.8% | +1,102.8% | +870.0% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling