+11.9%
U vs SPXL
+220.2%
-208.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.5% |
| 7D | +4.4% | -1.3% | +5.7% | +5.2% |
| 30D | -1.3% | -5.0% | +3.7% | +2.0% |
| 3M | +49.6% | +7.6% | +42.0% | +41.3% |
| 6M | +100.2% | +33.6% | +66.6% | +61.4% |
| YTD | -3.7% | +28.1% | -31.8% | -19.6% |
| 1Y | -6.5% | +43.6% | -50.1% | -27.4% |
| All | +11.9% | +220.2% | -208.3% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling