+2,149.2%
UMC vs SPXL
+7,356.5%
-5,207.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +11.4% | -6.0% | +17.4% | +13.9% |
| 30D | +16.8% | -5.8% | +22.6% | +19.2% |
| 3M | +19.1% | +10.9% | +8.2% | +15.1% |
| 6M | +137.4% | +31.9% | +105.5% | +115.5% |
| YTD | +186.4% | +25.8% | +160.6% | +162.9% |
| 1Y | +229.1% | +39.8% | +189.3% | +189.5% |
| 3Y | +257.9% | +219.9% | +38.0% | +119.9% |
| 5Y | +137.5% | +141.1% | -3.5% | +52.1% |
| 10Y | +1,808.2% | +1,223.7% | +584.5% | +400.2% |
| All | +2,149.2% | +7,356.5% | -5,207.4% | +61.2% |
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