+46.2%
TSLA vs SPXL
+137.2%
-91.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.9% |
| 7D | +3.0% | -1.3% | +4.3% | +4.0% |
| 30D | +11.2% | -5.0% | +16.2% | +15.2% |
| 3M | -7.3% | +7.6% | -14.9% | -11.5% |
| 6M | -7.7% | +33.6% | -41.3% | -24.5% |
| YTD | -18.2% | +28.1% | -46.3% | -31.4% |
| 1Y | +6.0% | +43.6% | -37.6% | -17.8% |
| 3Y | +48.0% | +225.8% | -177.8% | -33.0% |
| 5Y | +46.2% | +140.1% | -93.9% | -21.8% |
| All | +46.2% | +137.2% | -91.0% | -21.8% |
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 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