+744.8%
WMT vs SPXL
+7,495.8%
-6,751.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | -1.3% | +1.0% | 0.0% |
| 30D | -5.8% | -5.0% | -0.8% | -5.1% |
| 3M | -10.8% | +7.6% | -18.3% | -12.1% |
| 6M | -14.3% | +33.6% | -47.9% | -18.8% |
| YTD | -4.4% | +28.1% | -32.5% | -9.0% |
| 1Y | +4.3% | +43.6% | -39.3% | -2.9% |
| 3Y | +100.1% | +225.8% | -125.8% | +58.5% |
| 5Y | +130.8% | +140.1% | -9.2% | +83.0% |
| 10Y | +433.7% | +1,248.4% | -814.7% | +190.3% |
| All | +744.8% | +7,495.8% | -6,751.0% | +214.6% |
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