+2,093.2%
MAR vs SPXL
+7,736.1%
-5,642.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 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% | -14.3% |
| 6M | +0.6% | +33.5% | -32.9% | -12.4% |
| YTD | +9.1% | +32.2% | -23.0% | -4.9% |
| 1Y | +26.2% | +48.9% | -22.7% | +3.7% |
| 3Y | +68.2% | +222.9% | -154.7% | -6.3% |
| 5Y | +163.9% | +140.7% | +23.2% | +51.1% |
| 10Y | +420.6% | +1,192.7% | -772.1% | +10.7% |
| All | +2,093.2% | +7,736.1% | -5,642.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling