+104.2%
UAL vs SPXL
+1,177.5%
-1,073.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | -13.4% | -5.0% | -8.5% | -11.1% |
| 3M | -2.3% | +7.6% | -9.9% | -6.0% |
| 6M | +13.3% | +33.6% | -20.3% | -2.6% |
| YTD | -4.2% | +28.1% | -32.3% | -15.7% |
| 1Y | +1.4% | +43.6% | -42.2% | -16.1% |
| 3Y | +125.8% | +225.8% | -100.0% | +21.2% |
| 5Y | +130.0% | +140.1% | -10.1% | +31.0% |
| 10Y | +104.2% | +1,248.4% | -1,144.2% | -57.7% |
| All | +104.2% | +1,177.5% | -1,073.3% | -57.7% |
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