+35.9%
UL vs SPXL
+228.0%
-192.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +1.1% | +7.4% | -6.3% | +0.9% |
| 30D | +4.5% | -7.8% | +12.3% | +4.6% |
| 3M | +6.5% | -11.9% | +18.4% | +6.7% |
| 6M | +18.2% | -1.7% | +19.9% | +17.9% |
| YTD | +4.7% | +20.8% | -16.1% | +3.6% |
| 1Y | +0.8% | +25.0% | -24.2% | -0.4% |
| 3Y | +35.9% | +226.1% | -190.2% | +21.8% |
| All | +35.9% | +228.0% | -192.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling