+11,369.6%
URI vs SPXL
+6,567.8%
+4,801.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -9.8% | -8.7% | -1.1% | -5.4% |
| 30D | +1.7% | -16.9% | +18.6% | +12.4% |
| 3M | -9.1% | -15.2% | +6.1% | -1.0% |
| 6M | +9.9% | -5.5% | +15.4% | +10.8% |
| YTD | +31.2% | +12.4% | +18.8% | +17.8% |
| 1Y | +25.9% | +16.9% | +9.0% | +10.2% |
| 3Y | +147.4% | +211.8% | -64.4% | +12.0% |
| 5Y | +179.7% | +85.6% | +94.1% | +50.9% |
| 10Y | +1,419.5% | +1,159.4% | +260.1% | +80.8% |
| All | +11,369.6% | +6,567.8% | +4,801.9% | +222.5% |
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