+67.5%
MA vs SPXL
+140.3%
-72.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.9% |
| 7D | -1.8% | +1.5% | -3.2% | -2.2% |
| 30D | +1.4% | -3.7% | +5.1% | +2.5% |
| 3M | +17.7% | +8.1% | +9.6% | +14.2% |
| 6M | +9.7% | +39.0% | -29.4% | -2.6% |
| YTD | +0.5% | +29.9% | -29.5% | -9.1% |
| 1Y | -2.1% | +46.6% | -48.7% | -15.3% |
| 3Y | +40.1% | +230.5% | -190.4% | -14.0% |
| 5Y | +67.5% | +140.2% | -72.7% | +7.1% |
| All | +67.5% | +140.3% | -72.8% | +7.1% |
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