+144.1%
UMC vs SPXL
+141.8%
+2.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.3% |
| 7D | +9.0% | -2.5% | +11.5% | +10.2% |
| 30D | +17.2% | -4.2% | +21.5% | +19.2% |
| 3M | +11.4% | +8.1% | +3.3% | +8.0% |
| 6M | +137.5% | +35.6% | +101.9% | +110.3% |
| YTD | +193.1% | +28.8% | +164.3% | +163.2% |
| 1Y | +240.3% | +39.8% | +200.5% | +194.0% |
| 3Y | +262.2% | +221.4% | +40.8% | +102.8% |
| All | +144.1% | +141.8% | +2.3% | +39.9% |
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