+539.2%
ISRG vs SPXL
+1,102.8%
-563.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | -2.0% | +7.4% | -9.5% | -5.0% |
| 30D | +5.6% | -7.8% | +13.4% | +8.5% |
| 3M | +10.5% | -11.9% | +22.5% | +15.6% |
| 6M | +2.6% | -1.7% | +4.4% | +1.6% |
| YTD | -21.7% | +20.8% | -42.5% | -29.5% |
| 1Y | -21.6% | +25.0% | -46.6% | -30.6% |
| 3Y | +57.0% | +226.1% | -169.1% | -12.6% |
| 5Y | +25.0% | +101.1% | -76.1% | -20.9% |
| All | +539.2% | +1,102.8% | -563.7% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling