+163.6%
W vs SPXL
+1,624.1%
-1,460.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -7.6% | -0.9% | -6.7% | -7.0% |
| 3M | +37.2% | +2.0% | +35.1% | +35.9% |
| 6M | +26.3% | +33.5% | -7.2% | +4.6% |
| YTD | -1.0% | +32.2% | -33.1% | -17.1% |
| 1Y | +20.1% | +48.9% | -28.8% | -7.7% |
| 3Y | +37.8% | +222.9% | -185.1% | -34.9% |
| 5Y | -63.7% | +140.7% | -204.4% | -79.2% |
| 10Y | +156.3% | +1,192.7% | -1,036.3% | -46.5% |
| All | +163.6% | +1,624.1% | -1,460.5% | -54.1% |
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