+139.2%
UAL vs SPXL
+141.4%
-2.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.2% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -16.1% | -0.9% | -15.2% | -15.7% |
| 3M | +6.1% | +2.0% | +4.1% | +4.4% |
| 6M | +10.8% | +33.5% | -22.7% | -5.7% |
| YTD | -0.4% | +32.2% | -32.5% | -14.7% |
| 1Y | +5.0% | +48.9% | -43.9% | -15.9% |
| 3Y | +124.0% | +222.9% | -98.8% | +18.4% |
| All | +139.2% | +141.4% | -2.2% | +37.9% |
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