+17.4%
ISRG vs SPXL
+231.8%
-214.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.9% |
| 7D | -5.2% | +1.5% | -6.6% | -5.7% |
| 30D | -7.6% | -3.7% | -3.9% | -6.2% |
| 3M | -16.4% | +8.1% | -24.5% | -19.2% |
| 6M | -28.6% | +39.0% | -67.6% | -38.3% |
| YTD | -38.2% | +29.9% | -68.1% | -45.2% |
| 1Y | -25.5% | +46.6% | -72.1% | -37.6% |
| 3Y | +17.4% | +230.5% | -213.1% | -36.4% |
| All | +17.4% | +231.8% | -214.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling