+340.9%
SYF vs SPXL
+1,593.7%
-1,252.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | -0.9% | +1.7% | +1.2% |
| 3M | +13.4% | +2.0% | +11.4% | +11.5% |
| 6M | +16.3% | +33.5% | -17.2% | +0.3% |
| YTD | -3.0% | +32.2% | -35.2% | -16.1% |
| 1Y | +5.7% | +48.9% | -43.2% | -14.0% |
| 3Y | +160.1% | +222.9% | -62.7% | +41.5% |
| 5Y | +88.5% | +140.7% | -52.2% | +6.9% |
| 10Y | +263.1% | +1,192.7% | -929.6% | -11.3% |
| All | +340.9% | +1,593.7% | -1,252.8% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling