+26.2%
MAR vs SPXL
+52.0%
-25.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -6.7% | -0.9% | -5.8% | -6.5% |
| 3M | -12.5% | +2.0% | -14.5% | -13.1% |
| 6M | +0.6% | +33.5% | -32.9% | -9.0% |
| YTD | +9.1% | +32.2% | -23.0% | -1.2% |
| 1Y | +26.2% | +48.9% | -22.7% | +8.1% |
| All | +26.2% | +52.0% | -25.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling