-74.5%
U vs SPXL
+106.3%
-180.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | +2.8% | +9.6% | -6.7% | -4.7% |
| 30D | +7.6% | -9.8% | +17.4% | +13.7% |
| 3M | +12.7% | -9.1% | +21.7% | +17.9% |
| 6M | +87.0% | +1.1% | +85.8% | +77.2% |
| YTD | +13.6% | +22.3% | -8.7% | -8.7% |
| 1Y | +25.3% | +20.3% | +5.0% | +2.1% |
| 3Y | +85.8% | +229.0% | -143.2% | -42.7% |
| 5Y | -74.5% | +103.6% | -178.1% | -89.0% |
| All | -74.5% | +106.3% | -180.8% | -89.0% |
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