+7.2%
SYK vs SPXL
+141.8%
-134.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.4% | +1.4% |
| 7D | -9.1% | -2.5% | -6.6% | -8.4% |
| 30D | -20.6% | -4.2% | -16.4% | -19.7% |
| 3M | -9.6% | +8.1% | -17.7% | -12.0% |
| 6M | -19.9% | +35.6% | -55.5% | -27.5% |
| YTD | -21.2% | +28.8% | -50.0% | -27.8% |
| 1Y | -28.4% | +39.8% | -68.2% | -36.4% |
| 3Y | -5.3% | +221.4% | -226.7% | -38.7% |
| All | +7.2% | +141.8% | -134.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling