+207.2%
UMC vs SPXL
+52.0%
+155.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.3% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | +7.7% | -0.9% | +8.5% | +8.0% |
| 3M | +1.7% | +2.0% | -0.4% | -0.5% |
| 6M | +113.9% | +33.5% | +80.4% | +89.4% |
| YTD | +168.9% | +32.2% | +136.7% | +136.2% |
| 1Y | +207.2% | +48.9% | +158.3% | +160.6% |
| All | +207.2% | +52.0% | +155.2% | +160.6% |
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