+550.7%
ISRG vs SPXL
+1,146.6%
-595.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.7% |
| 7D | -6.8% | -3.8% | -3.0% | -5.7% |
| 30D | +5.1% | -8.8% | +13.9% | +8.5% |
| 3M | +12.0% | -7.4% | +19.4% | +14.7% |
| 6M | +7.0% | +1.8% | +5.2% | +4.4% |
| YTD | -20.6% | +23.6% | -44.2% | -29.2% |
| 1Y | -21.4% | +21.7% | -43.2% | -29.7% |
| 3Y | +62.0% | +232.4% | -170.4% | -10.5% |
| 5Y | +28.1% | +110.4% | -82.3% | -20.4% |
| 10Y | +550.7% | +1,140.4% | -589.7% | +70.8% |
| All | +550.7% | +1,146.6% | -595.9% | +70.8% |
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 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