+69.1%
ISRG vs SPXL
+227.9%
-158.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | -0.9% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | +8.6% | -11.4% | +20.0% | +13.1% |
| 3M | +21.6% | -10.8% | +32.4% | +26.1% |
| 6M | +2.3% | -0.3% | +2.6% | +0.8% |
| YTD | -18.7% | +20.3% | -39.0% | -26.2% |
| 1Y | -17.8% | +24.7% | -42.5% | -26.7% |
| 3Y | +69.1% | +238.6% | -169.5% | -9.9% |
| All | +69.1% | +227.9% | -158.8% | -9.9% |
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