+34.0%
USB vs SPXL
+52.0%
-18.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.1% |
| 3M | +15.2% | +2.0% | +13.2% | +14.4% |
| 6M | +18.8% | +33.5% | -14.7% | +8.6% |
| YTD | +21.0% | +32.2% | -11.1% | +10.6% |
| 1Y | +34.0% | +48.9% | -14.9% | +18.9% |
| All | +34.0% | +52.0% | -18.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling