+228.2%
TER vs SPXL
+137.2%
+91.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.0% |
| 7D | +12.4% | -1.3% | +13.6% | +13.1% |
| 30D | +5.1% | -5.0% | +10.1% | +8.5% |
| 3M | +4.0% | +7.6% | -3.6% | 0.0% |
| 6M | +29.5% | +33.6% | -4.1% | +9.9% |
| YTD | +98.5% | +28.1% | +70.4% | +73.3% |
| 1Y | +234.1% | +43.6% | +190.4% | +173.8% |
| 3Y | +289.0% | +225.8% | +63.2% | +93.0% |
| 5Y | +228.2% | +140.1% | +88.1% | +81.9% |
| All | +228.2% | +137.2% | +91.0% | +81.9% |
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