+22.0%
USB vs SPXL
+84.1%
-62.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | 0.0% | -8.7% | +8.7% | +2.6% |
| 30D | +5.8% | -16.9% | +22.7% | +11.8% |
| 3M | -6.0% | -15.2% | +9.2% | -1.5% |
| 6M | +7.8% | -5.5% | +13.3% | +8.1% |
| YTD | +14.6% | +12.4% | +2.1% | +7.6% |
| 1Y | +31.8% | +16.9% | +14.9% | +21.9% |
| 3Y | +91.5% | +211.8% | -120.3% | +22.5% |
| All | +22.0% | +84.1% | -62.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling