+19.3%
TPR vs SPXL
+29.9%
-10.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +1.9% |
| 7D | +12.6% | -2.5% | +15.1% | +13.5% |
| 30D | +7.1% | -4.3% | +11.5% | +8.5% |
| 3M | -19.4% | -4.2% | -15.1% | -18.6% |
| 6M | -9.7% | +15.0% | -24.7% | -16.9% |
| YTD | -1.0% | +28.4% | -29.4% | -14.6% |
| 1Y | +19.3% | +30.3% | -11.0% | +1.8% |
| All | +19.3% | +29.9% | -10.6% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling