+7,199.4%
TER vs SPXL
+7,736.1%
-536.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.5% |
| 30D | -8.3% | -0.9% | -7.4% | -7.9% |
| 3M | -12.2% | +2.0% | -14.2% | -12.1% |
| 6M | +17.1% | +33.5% | -16.4% | +2.4% |
| YTD | +84.7% | +32.2% | +52.5% | +62.5% |
| 1Y | +199.9% | +48.9% | +151.0% | +149.0% |
| 3Y | +232.8% | +222.9% | +9.9% | +80.3% |
| 5Y | +198.6% | +140.7% | +57.9% | +74.8% |
| 10Y | +1,669.7% | +1,192.7% | +477.1% | +241.7% |
| All | +7,199.4% | +7,736.1% | -536.6% | +243.6% |
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