+277.2%
TER vs SPXL
+231.8%
+45.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.5% |
| 7D | +11.0% | +1.5% | +9.5% | +9.5% |
| 30D | -1.9% | -3.7% | +1.8% | +0.8% |
| 3M | -0.7% | +8.1% | -8.8% | -5.6% |
| 6M | +36.4% | +39.0% | -2.7% | +9.5% |
| YTD | +92.4% | +29.9% | +62.5% | +62.2% |
| 1Y | +213.5% | +46.6% | +166.9% | +144.9% |
| 3Y | +277.2% | +230.5% | +46.7% | +69.1% |
| All | +277.2% | +231.8% | +45.5% | +69.1% |
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