+101.9%
WMT vs SPXL
+221.9%
-120.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | -7.4% | -4.2% | -3.2% | -6.9% |
| 3M | -10.9% | +8.1% | -19.0% | -12.0% |
| 6M | -12.7% | +35.6% | -48.3% | -17.1% |
| YTD | -3.2% | +28.8% | -32.0% | -7.6% |
| 1Y | +5.3% | +39.8% | -34.6% | -1.4% |
| 3Y | +101.9% | +221.4% | -119.5% | +59.4% |
| All | +101.9% | +221.9% | -120.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling