+4.6%
TSLA vs SPXL
+52.0%
-47.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.6% |
| 30D | +10.1% | -0.9% | +11.0% | +11.0% |
| 3M | -15.4% | +2.0% | -17.4% | -16.7% |
| 6M | -12.8% | +33.5% | -46.3% | -27.7% |
| YTD | -21.3% | +32.2% | -53.4% | -34.6% |
| 1Y | +4.6% | +48.9% | -44.3% | -20.4% |
| All | +4.6% | +52.0% | -47.4% | -20.4% |
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 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