+425.7%
META vs SPXL
+1,179.5%
-753.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +2.0% |
| 7D | +5.7% | -0.9% | +6.6% | +5.7% |
| 30D | -10.8% | -11.4% | +0.6% | -6.2% |
| 3M | +8.4% | -10.8% | +19.2% | +13.5% |
| 6M | +5.4% | -0.3% | +5.7% | +4.3% |
| YTD | -2.6% | +20.3% | -22.9% | -11.9% |
| 1Y | +3.5% | +24.7% | -21.2% | -8.1% |
| 3Y | +102.0% | +238.6% | -136.5% | +10.6% |
| 5Y | +93.1% | +100.0% | -6.9% | +25.3% |
| 10Y | +425.7% | +1,108.4% | -682.8% | +27.9% |
| All | +425.7% | +1,179.5% | -753.8% | +27.9% |
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