+17.8%
YUM vs SPXL
+221.9%
-204.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -6.1% | -2.5% | -3.5% | -5.8% |
| 30D | -5.8% | -4.2% | -1.6% | -5.4% |
| 3M | -7.6% | +8.1% | -15.7% | -8.7% |
| 6M | -9.1% | +35.6% | -44.8% | -13.3% |
| YTD | -5.5% | +28.8% | -34.3% | -9.4% |
| 1Y | -3.7% | +39.8% | -43.5% | -9.1% |
| 3Y | +17.8% | +221.4% | -203.6% | -9.2% |
| All | +17.8% | +221.9% | -204.2% | -9.2% |
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