+32.4%
USB vs SPXL
+23.3%
+9.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.9% |
| 7D | -0.5% | -3.8% | +3.2% | 0.0% |
| 30D | +5.7% | -8.8% | +14.5% | +7.5% |
| 3M | -4.7% | -7.4% | +2.7% | -3.5% |
| 6M | +13.4% | +1.8% | +11.6% | +11.6% |
| YTD | +17.0% | +23.6% | -6.6% | +7.9% |
| 1Y | +32.4% | +21.7% | +10.7% | +22.7% |
| All | +32.4% | +23.3% | +9.1% | +22.7% |
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