+244.9%
USB vs SPXL
+6,520.0%
-6,275.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.1% | +11.0% | +3.4% |
| 7D | -1.5% | -14.2% | +12.8% | +4.5% |
| 30D | +4.3% | -18.1% | +22.4% | +12.6% |
| 3M | -6.1% | -16.3% | +10.2% | +0.2% |
| 6M | +9.4% | -2.3% | +11.7% | +8.1% |
| YTD | +15.2% | +11.6% | +3.5% | +6.5% |
| 1Y | +32.8% | +12.3% | +20.5% | +22.1% |
| 3Y | +91.3% | +211.6% | -120.3% | +6.5% |
| 5Y | +22.7% | +84.3% | -61.7% | -23.4% |
| 10Y | +97.0% | +1,150.4% | -1,053.3% | -60.9% |
| All | +244.9% | +6,520.0% | -6,275.1% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling