+240.4%
TPR vs SPXL
+141.4%
+99.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -23.0% | -0.9% | -22.1% | -23.0% |
| 3M | -12.5% | +2.0% | -14.5% | -14.2% |
| 6M | -21.4% | +33.5% | -55.0% | -31.7% |
| YTD | -3.5% | +32.2% | -35.7% | -16.0% |
| 1Y | +17.4% | +48.9% | -31.5% | -3.3% |
| 3Y | +291.3% | +222.9% | +68.4% | +118.1% |
| All | +240.4% | +141.4% | +99.0% | +99.4% |
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