+2,042.9%
MAR vs SPXL
+7,605.2%
-5,562.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | -6.9% | -3.7% | -3.2% | -5.5% |
| 3M | -15.8% | +8.1% | -23.9% | -19.3% |
| 6M | +1.9% | +39.0% | -37.1% | -12.7% |
| YTD | +6.6% | +29.9% | -23.3% | -6.5% |
| 1Y | +23.7% | +46.6% | -22.9% | +2.3% |
| 3Y | +64.6% | +230.5% | -165.9% | -9.2% |
| 5Y | +156.4% | +140.2% | +16.2% | +46.9% |
| 10Y | +415.4% | +1,168.8% | -753.4% | +10.4% |
| All | +2,042.9% | +7,605.2% | -5,562.3% | +26.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling