+259.3%
UPS vs SPXL
+7,605.2%
-7,345.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -2.3% | -3.7% | +1.4% | -1.3% |
| 3M | -5.2% | +8.1% | -13.3% | -7.6% |
| 6M | +1.4% | +39.0% | -37.6% | -8.6% |
| YTD | +6.1% | +29.9% | -23.8% | -2.7% |
| 1Y | +27.0% | +46.6% | -19.6% | +11.9% |
| 3Y | -25.9% | +230.5% | -256.4% | -51.1% |
| 5Y | -34.6% | +140.2% | -174.7% | -55.7% |
| 10Y | +36.2% | +1,168.8% | -1,132.6% | -52.1% |
| All | +259.3% | +7,605.2% | -7,345.9% | -46.5% |
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