+115.0%
UMC vs SPXL
+29.9%
+85.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -5.1% |
| 7D | -14.7% | -2.5% | -12.2% | -13.3% |
| 30D | -32.9% | -4.3% | -28.5% | -30.9% |
| 3M | -22.2% | -4.2% | -17.9% | -20.3% |
| 6M | +25.9% | +15.0% | +10.9% | +19.0% |
| YTD | +107.9% | +28.4% | +79.5% | +85.0% |
| 1Y | +115.0% | +30.3% | +84.7% | +89.6% |
| All | +115.0% | +29.9% | +85.2% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling