-10.5%
ISRG vs SPXL
+29.9%
-40.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.8% | +4.5% | +7.8% |
| 7D | +8.5% | -2.5% | +11.0% | +9.3% |
| 30D | +18.6% | -4.3% | +22.9% | +20.0% |
| 3M | +30.9% | -4.2% | +35.1% | +32.2% |
| 6M | +6.6% | +15.0% | -8.4% | +0.3% |
| YTD | -14.9% | +28.4% | -43.3% | -22.7% |
| 1Y | -10.5% | +30.3% | -40.8% | -19.4% |
| All | -10.5% | +29.9% | -40.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling