+153.1%
MAR vs SPXL
+132.3%
+20.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -2.1% | -6.0% | +3.9% | +0.1% |
| 30D | -5.7% | -5.8% | +0.1% | -3.7% |
| 3M | -14.6% | +10.9% | -25.5% | -18.4% |
| 6M | +1.3% | +31.9% | -30.6% | -9.8% |
| YTD | +6.7% | +25.8% | -19.1% | -3.6% |
| 1Y | +26.4% | +39.8% | -13.3% | +9.1% |
| 3Y | +64.7% | +219.9% | -155.1% | -0.3% |
| 5Y | +153.1% | +141.1% | +12.0% | +60.5% |
| All | +153.1% | +132.3% | +20.7% | +60.5% |
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 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