+101.1%
UAL vs SPXL
+1,078.5%
-977.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.7% |
| 7D | +12.5% | -2.9% | +15.3% | +13.9% |
| 30D | +12.2% | -12.4% | +24.6% | +19.7% |
| 3M | -2.6% | -11.8% | +9.2% | +3.6% |
| 6M | +21.1% | -1.4% | +22.5% | +21.2% |
| YTD | +7.8% | +19.0% | -11.1% | -1.8% |
| 1Y | +25.4% | +18.0% | +7.4% | +14.6% |
| 3Y | +217.3% | +220.0% | -2.7% | +72.3% |
| 5Y | +132.9% | +102.6% | +30.3% | +44.5% |
| 10Y | +101.1% | +1,087.3% | -986.1% | -61.0% |
| All | +101.1% | +1,078.5% | -977.4% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling