+356.0%
UL vs SPXL
+7,736.1%
-7,380.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.5% | -0.9% | +1.4% | +0.6% |
| 3M | +17.6% | +2.0% | +15.6% | +16.5% |
| 6M | -5.4% | +33.5% | -38.9% | -11.6% |
| YTD | +0.7% | +32.2% | -31.4% | -6.0% |
| 1Y | -9.3% | +48.9% | -58.1% | -17.7% |
| 3Y | +24.5% | +222.9% | -198.3% | -9.1% |
| 5Y | +23.2% | +140.7% | -117.5% | -10.3% |
| 10Y | +64.5% | +1,192.7% | -1,128.2% | -32.4% |
| All | +356.0% | +7,736.1% | -7,380.1% | -4.9% |
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 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