+195.5%
W vs SPXL
+1,495.6%
-1,300.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -1.9% |
| 7D | -1.7% | +9.6% | -11.2% | -7.6% |
| 30D | +3.2% | -9.8% | +13.0% | +10.3% |
| 3M | +8.3% | -9.1% | +17.4% | +14.9% |
| 6M | +84.3% | +1.1% | +83.2% | +83.6% |
| YTD | +11.0% | +22.3% | -11.3% | -2.5% |
| 1Y | -0.2% | +20.3% | -20.5% | -11.8% |
| 3Y | +157.9% | +229.0% | -71.0% | +20.1% |
| 5Y | -56.8% | +103.6% | -160.4% | -72.7% |
| 10Y | +212.2% | +1,127.6% | -915.4% | -32.4% |
| All | +195.5% | +1,495.6% | -1,300.1% | -46.1% |
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