+255.1%
TPR vs SPXL
+84.6%
+170.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +14.2% | -8.7% | +22.9% | +17.4% |
| 30D | +17.1% | -16.9% | +34.0% | +24.9% |
| 3M | -17.7% | -15.2% | -2.5% | -13.5% |
| 6M | -10.2% | -5.5% | -4.7% | -10.5% |
| YTD | +4.9% | +12.4% | -7.5% | -3.7% |
| 1Y | +36.1% | +16.9% | +19.2% | +22.5% |
| 3Y | +416.5% | +211.8% | +204.6% | +189.0% |
| All | +255.1% | +84.6% | +170.5% | +129.0% |
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