-53.1%
TE vs SPXL
+325.0%
-378.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | -0.3% |
| 7D | +0.2% | -2.5% | +2.8% | +1.2% |
| 30D | -5.9% | -4.2% | -1.7% | -4.2% |
| 3M | -45.6% | +8.1% | -53.7% | -46.6% |
| 6M | -43.4% | +35.6% | -79.0% | -48.3% |
| YTD | -31.0% | +28.8% | -59.8% | -35.7% |
| 1Y | +145.2% | +39.8% | +105.4% | +123.9% |
| 3Y | -24.1% | +221.4% | -245.4% | -44.2% |
| 5Y | -48.1% | +146.9% | -195.1% | -61.8% |
| All | -53.1% | +325.0% | -378.1% | -65.8% |
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