-3.0%
ISRG vs SPXL
+140.3%
-143.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.8% |
| 7D | -5.2% | +1.5% | -6.6% | -5.8% |
| 30D | -7.6% | -3.7% | -3.9% | -6.1% |
| 3M | -16.4% | +8.1% | -24.5% | -19.5% |
| 6M | -28.6% | +39.0% | -67.6% | -39.0% |
| YTD | -38.2% | +29.9% | -68.1% | -45.8% |
| 1Y | -25.5% | +46.6% | -72.1% | -38.4% |
| 3Y | +17.4% | +230.5% | -213.1% | -36.9% |
| 5Y | -3.0% | +140.2% | -143.1% | -42.9% |
| All | -3.0% | +140.3% | -143.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling