+404.3%
META vs SPXL
+1,107.9%
-703.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.8% | -8.7% | +7.9% | +2.9% |
| 30D | -15.4% | -16.9% | +1.5% | -8.6% |
| 3M | +3.5% | -15.2% | +18.7% | +10.8% |
| 6M | -0.3% | -5.5% | +5.2% | +1.1% |
| YTD | -7.3% | +12.4% | -19.8% | -13.6% |
| 1Y | -1.1% | +16.9% | -18.0% | -9.6% |
| 3Y | +95.1% | +211.8% | -116.8% | +10.8% |
| 5Y | +80.6% | +85.6% | -5.1% | +21.1% |
| All | +404.3% | +1,107.9% | -703.6% | +25.1% |
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 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