+2,038.9%
STX vs SPXL
+1,117.7%
+921.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +16.8% | +9.6% | +7.3% | +12.7% |
| 30D | -27.0% | -9.8% | -17.3% | -23.2% |
| 3M | -37.9% | -9.1% | -28.8% | -35.0% |
| 6M | -32.5% | +1.1% | -33.6% | -32.3% |
| YTD | +98.6% | +22.3% | +76.3% | +85.1% |
| 1Y | +93.6% | +20.3% | +73.3% | +82.1% |
| 3Y | +699.1% | +229.0% | +470.1% | +392.7% |
| 5Y | +481.0% | +103.6% | +377.4% | +296.6% |
| All | +2,038.9% | +1,117.7% | +921.2% | +365.7% |
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