-20.3%
USAR vs SPXL
+228.0%
-248.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.8% | +7.4% | -8.2% | -3.0% |
| 30D | -20.9% | -7.8% | -13.1% | -18.6% |
| 3M | -56.2% | -11.9% | -44.2% | -54.2% |
| 6M | -67.9% | -1.7% | -66.2% | -67.1% |
| YTD | -31.4% | +20.8% | -52.2% | -32.4% |
| 1Y | -45.1% | +25.0% | -70.0% | -45.9% |
| 3Y | -20.3% | +226.1% | -246.4% | -16.0% |
| All | -20.3% | +228.0% | -248.3% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling