-39.0%
U vs SPXL
+468.3%
-507.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +17.5% | -0.9% | +18.3% | +18.1% |
| 3M | +38.7% | +2.0% | +36.7% | +35.0% |
| 6M | +104.4% | +33.5% | +70.9% | +59.5% |
| YTD | -5.7% | +32.2% | -37.8% | -25.4% |
| 1Y | +3.7% | +48.9% | -45.2% | -25.1% |
| 3Y | +12.3% | +222.9% | -210.5% | -59.8% |
| 5Y | -68.8% | +140.7% | -209.5% | -86.7% |
| All | -39.0% | +468.3% | -507.4% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling