+370.1%
ISRG vs SPXL
+1,177.5%
-807.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -10.2% | -5.0% | -5.2% | -8.3% |
| 3M | -17.2% | +7.6% | -24.8% | -20.1% |
| 6M | -28.4% | +33.6% | -62.0% | -37.5% |
| YTD | -37.6% | +28.1% | -65.7% | -44.7% |
| 1Y | -24.4% | +43.6% | -68.1% | -36.6% |
| 3Y | +18.4% | +225.8% | -207.4% | -33.5% |
| 5Y | -1.0% | +140.1% | -141.0% | -41.2% |
| 10Y | +370.1% | +1,248.4% | -878.3% | +28.0% |
| All | +370.1% | +1,177.5% | -807.4% | +28.0% |
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