+3,125.8%
TSLA vs SPXL
+1,102.8%
+2,023.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +8.9% | +7.4% | +1.5% | +4.6% |
| 30D | +6.3% | -7.8% | +14.1% | +11.0% |
| 3M | +14.8% | -11.9% | +26.7% | +23.0% |
| 6M | -12.4% | -1.7% | -10.6% | -11.3% |
| YTD | -13.2% | +20.8% | -34.0% | -22.2% |
| 1Y | -2.9% | +25.0% | -27.9% | -14.7% |
| 3Y | +74.4% | +226.1% | -151.7% | -6.4% |
| 5Y | +13.3% | +101.1% | -87.8% | -27.0% |
| All | +3,125.8% | +1,102.8% | +2,023.0% | +625.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling