+300.4%
SYF vs SPXL
+1,448.4%
-1,148.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.0% | +7.4% | -9.5% | -5.4% |
| 30D | +1.2% | -7.8% | +9.0% | +4.0% |
| 3M | -9.4% | -11.9% | +2.6% | -5.1% |
| 6M | +4.4% | -1.7% | +6.1% | +3.1% |
| YTD | -11.9% | +20.8% | -32.7% | -21.6% |
| 1Y | -0.4% | +25.0% | -25.4% | -12.9% |
| 3Y | +159.6% | +226.1% | -66.6% | +39.6% |
| 5Y | +60.9% | +101.1% | -40.2% | -1.7% |
| 10Y | +180.9% | +1,112.6% | -931.6% | -29.7% |
| All | +300.4% | +1,448.4% | -1,148.0% | -8.5% |
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