+27.5%
SYY vs SPXL
+214.3%
-186.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +1.5% | -6.0% | +7.5% | +2.2% |
| 30D | -2.3% | -5.8% | +3.5% | -1.7% |
| 3M | +5.5% | +10.9% | -5.4% | +4.0% |
| 6M | -1.0% | +31.9% | -32.9% | -5.0% |
| YTD | +14.1% | +25.8% | -11.6% | +9.9% |
| 1Y | +5.6% | +39.8% | -34.2% | +0.1% |
| All | +27.5% | +214.3% | -186.8% | +2.0% |
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