+428.1%
WMT vs SPXL
+1,271.9%
-843.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -7.4% | -4.2% | -3.2% | -6.8% |
| 3M | -10.9% | +8.1% | -19.0% | -12.3% |
| 6M | -12.7% | +35.6% | -48.3% | -17.7% |
| YTD | -3.2% | +28.8% | -32.0% | -8.2% |
| 1Y | +5.3% | +39.8% | -34.6% | -2.0% |
| 3Y | +101.9% | +221.4% | -119.5% | +57.5% |
| 5Y | +134.6% | +146.9% | -12.4% | +81.8% |
| All | +428.1% | +1,271.9% | -843.8% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling