+1,029.1%
MO vs SPXL
+7,495.8%
-6,466.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +3.6% | -5.0% | +8.6% | +4.3% |
| 3M | -3.7% | +7.6% | -11.3% | -5.3% |
| 6M | +4.5% | +33.6% | -29.1% | -1.3% |
| YTD | +21.5% | +28.1% | -6.6% | +15.3% |
| 1Y | +9.5% | +43.6% | -34.1% | +1.6% |
| 3Y | +93.6% | +225.8% | -132.3% | +49.4% |
| 5Y | +97.5% | +140.1% | -42.6% | +52.0% |
| 10Y | +111.2% | +1,248.4% | -1,137.2% | +7.9% |
| All | +1,029.1% | +7,495.8% | -6,466.7% | +300.2% |
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