-48.5%
TE vs SPXL
+132.3%
-180.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.4% |
| 7D | +0.9% | -6.0% | +6.9% | +5.3% |
| 30D | -16.3% | -5.8% | -10.5% | -12.6% |
| 3M | -40.8% | +10.9% | -51.6% | -43.7% |
| 6M | -42.6% | +31.9% | -74.5% | -51.0% |
| YTD | -31.4% | +25.8% | -57.2% | -39.3% |
| 1Y | +144.9% | +39.8% | +105.2% | +104.4% |
| 3Y | -26.0% | +219.9% | -245.9% | -62.0% |
| 5Y | -48.5% | +141.1% | -189.6% | -68.8% |
| All | -48.5% | +132.3% | -180.8% | -68.8% |
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 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