+433.8%
MAR vs SPXL
+1,271.9%
-838.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -0.5% | -2.5% | +2.0% | +0.4% |
| 30D | -5.4% | -4.2% | -1.2% | -4.0% |
| 3M | -15.5% | +8.1% | -23.6% | -18.6% |
| 6M | +3.0% | +35.6% | -32.6% | -9.4% |
| YTD | +8.5% | +28.8% | -20.3% | -3.0% |
| 1Y | +26.0% | +39.8% | -13.9% | +8.5% |
| 3Y | +68.6% | +221.4% | -152.8% | +1.4% |
| 5Y | +157.4% | +146.9% | +10.4% | +57.5% |
| All | +433.8% | +1,271.9% | -838.0% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling