-48.5%
TE vs SPXL
+328.8%
-377.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +10.6% |
| 7D | +18.2% | +1.5% | +16.8% | +17.5% |
| 30D | -13.5% | -3.7% | -9.8% | -12.2% |
| 3M | -44.6% | +8.1% | -52.7% | -45.5% |
| 6M | -24.7% | +39.0% | -63.7% | -31.9% |
| YTD | -24.3% | +29.9% | -54.2% | -29.6% |
| 1Y | +155.6% | +46.6% | +109.0% | +129.5% |
| 3Y | -18.3% | +230.5% | -248.8% | -40.4% |
| 5Y | -41.3% | +140.2% | -181.5% | -56.9% |
| All | -48.5% | +328.8% | -377.2% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling