+51.7%
UNP vs SPXL
+137.2%
-85.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -2.1% | -5.0% | +2.9% | -1.0% |
| 3M | +5.4% | +7.6% | -2.1% | +3.2% |
| 6M | +13.4% | +33.6% | -20.2% | +4.8% |
| YTD | +25.0% | +28.1% | -3.1% | +16.4% |
| 1Y | +34.6% | +43.6% | -9.1% | +21.4% |
| 3Y | +43.6% | +225.8% | -182.2% | +1.7% |
| 5Y | +51.7% | +140.1% | -88.3% | +6.0% |
| All | +51.7% | +137.2% | -85.5% | +6.0% |
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