+83.6%
USB vs SPXL
+1,146.6%
-1,063.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.5% |
| 7D | -0.5% | -3.8% | +3.2% | +0.4% |
| 30D | +5.7% | -8.8% | +14.5% | +8.5% |
| 3M | -4.7% | -7.4% | +2.7% | -2.9% |
| 6M | +13.4% | +1.8% | +11.6% | +10.7% |
| YTD | +17.0% | +23.6% | -6.6% | +5.5% |
| 1Y | +32.4% | +21.7% | +10.7% | +19.7% |
| 3Y | +101.7% | +232.4% | -130.7% | +19.5% |
| 5Y | +24.4% | +110.4% | -86.0% | -20.0% |
| 10Y | +83.6% | +1,140.4% | -1,056.8% | -49.8% |
| All | +83.6% | +1,146.6% | -1,063.0% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling