+900.2%
YUM vs SPXL
+7,356.5%
-6,456.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.4% |
| 7D | -5.2% | -6.0% | +0.8% | -3.6% |
| 30D | -0.1% | -5.8% | +5.7% | +1.4% |
| 3M | -4.3% | +10.9% | -15.1% | -7.5% |
| 6M | -8.7% | +31.9% | -40.6% | -16.5% |
| YTD | -3.5% | +25.8% | -29.2% | -10.9% |
| 1Y | +0.5% | +39.8% | -39.3% | -10.6% |
| 3Y | +20.5% | +219.9% | -199.3% | -20.1% |
| 5Y | +21.8% | +141.1% | -119.3% | -19.2% |
| 10Y | +176.5% | +1,223.7% | -1,047.2% | -9.8% |
| All | +900.2% | +7,356.5% | -6,456.4% | +41.2% |
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 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