+203.4%
W vs SPXL
+1,512.3%
-1,308.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | -0.9% |
| 7D | -7.4% | -3.8% | -3.6% | -5.3% |
| 30D | +7.8% | -8.8% | +16.6% | +14.4% |
| 3M | +10.9% | -7.4% | +18.3% | +16.2% |
| 6M | +86.4% | +1.8% | +84.7% | +84.9% |
| YTD | +14.0% | +23.6% | -9.6% | -0.7% |
| 1Y | +3.5% | +21.7% | -18.2% | -9.2% |
| 3Y | +164.8% | +232.4% | -67.7% | +22.4% |
| 5Y | -53.1% | +110.4% | -163.5% | -70.9% |
| 10Y | +220.4% | +1,140.4% | -919.9% | -31.1% |
| All | +203.4% | +1,512.3% | -1,308.9% | -45.1% |
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