+125.0%
SU vs SPXL
+221.9%
-96.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.5% |
| 7D | +2.2% | -2.5% | +4.8% | +2.6% |
| 30D | +8.4% | -4.2% | +12.7% | +9.1% |
| 3M | +12.1% | +8.1% | +4.0% | +10.3% |
| 6M | +19.7% | +35.6% | -15.9% | +12.4% |
| YTD | +58.4% | +28.8% | +29.6% | +50.0% |
| 1Y | +67.2% | +39.8% | +27.4% | +54.9% |
| 3Y | +125.0% | +221.4% | -96.3% | +72.2% |
| All | +125.0% | +221.9% | -96.9% | +72.2% |
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