-68.3%
U vs SPXL
+137.2%
-205.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.7% |
| 7D | +4.4% | -1.3% | +5.7% | +5.4% |
| 30D | -1.3% | -5.0% | +3.7% | +2.7% |
| 3M | +49.6% | +7.6% | +42.0% | +39.4% |
| 6M | +100.2% | +33.6% | +66.6% | +53.3% |
| YTD | -3.7% | +28.1% | -31.8% | -23.2% |
| 1Y | -6.5% | +43.6% | -50.1% | -32.0% |
| 3Y | +12.9% | +225.8% | -212.9% | -63.8% |
| 5Y | -68.3% | +140.1% | -208.3% | -87.2% |
| All | -68.3% | +137.2% | -205.5% | -87.2% |
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