+5,292.3%
TER vs SPXL
+7,152.3%
-1,859.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.2% |
| 7D | +24.0% | +9.6% | +14.4% | +18.4% |
| 30D | -30.6% | -9.8% | -20.9% | -26.0% |
| 3M | -34.5% | -9.1% | -25.4% | -30.4% |
| 6M | -26.4% | +1.1% | -27.5% | -25.1% |
| YTD | +36.4% | +22.3% | +14.1% | +26.4% |
| 1Y | +47.4% | +20.3% | +27.1% | +38.3% |
| 3Y | +202.6% | +229.0% | -26.4% | +65.1% |
| 5Y | +83.9% | +103.6% | -19.7% | +18.9% |
| 10Y | +1,068.0% | +1,127.6% | -59.6% | +135.3% |
| All | +5,292.3% | +7,152.3% | -1,859.9% | +167.3% |
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