+1,667.5%
ISRG vs SPXL
+7,736.1%
-6,068.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -2.3% | -0.9% | -1.4% | -2.0% |
| 3M | -12.4% | +2.0% | -14.5% | -13.7% |
| 6M | -26.8% | +33.5% | -60.4% | -35.5% |
| YTD | -35.3% | +32.2% | -67.4% | -42.8% |
| 1Y | -19.3% | +48.9% | -68.2% | -32.3% |
| 3Y | +18.1% | +222.9% | -204.7% | -30.0% |
| 5Y | +2.6% | +140.7% | -138.1% | -36.2% |
| 10Y | +379.4% | +1,192.7% | -813.2% | +36.0% |
| All | +1,667.5% | +7,736.1% | -6,068.6% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling