+20.0%
YUM vs SPXL
+141.8%
-121.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.5% |
| 7D | -6.1% | -2.5% | -3.5% | -5.6% |
| 30D | -5.8% | -4.2% | -1.6% | -5.2% |
| 3M | -7.6% | +8.1% | -15.7% | -9.2% |
| 6M | -9.1% | +35.6% | -44.8% | -14.9% |
| YTD | -5.5% | +28.8% | -34.3% | -10.9% |
| 1Y | -3.7% | +39.8% | -43.5% | -11.0% |
| 3Y | +17.8% | +221.4% | -203.6% | -12.6% |
| All | +20.0% | +141.8% | -121.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling