+66.9%
T vs SPXL
+1,239.4%
-1,172.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | -2.4% | -6.0% | +3.6% | -1.4% |
| 30D | +4.3% | -5.8% | +10.1% | +5.3% |
| 3M | +11.6% | +10.9% | +0.7% | +9.0% |
| 6M | -5.6% | +31.9% | -37.5% | -11.3% |
| YTD | +6.6% | +25.8% | -19.2% | +0.7% |
| 1Y | -8.4% | +39.8% | -48.1% | -15.6% |
| 3Y | +107.8% | +219.9% | -112.0% | +52.5% |
| 5Y | +68.3% | +141.1% | -72.8% | +22.8% |
| All | +66.9% | +1,239.4% | -1,172.4% | -30.8% |
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