+113.8%
SYY vs SPXL
+1,271.9%
-1,158.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | +3.9% | -2.5% | +6.5% | +4.7% |
| 30D | -1.7% | -4.2% | +2.5% | -0.6% |
| 3M | +5.2% | +8.1% | -2.9% | +2.0% |
| 6M | -0.2% | +35.6% | -35.8% | -10.2% |
| YTD | +15.4% | +28.8% | -13.4% | +5.0% |
| 1Y | +5.6% | +39.8% | -34.2% | -7.0% |
| 3Y | +28.9% | +221.4% | -192.5% | -19.6% |
| 5Y | +24.1% | +146.9% | -122.9% | -22.7% |
| All | +113.8% | +1,271.9% | -1,158.0% | -41.7% |
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