+631.0%
MSCI vs SPXL
+1,177.5%
-546.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -1.2% | -5.0% | +3.8% | +0.7% |
| 3M | -8.4% | +7.6% | -16.0% | -11.8% |
| 6M | -1.0% | +33.6% | -34.6% | -13.3% |
| YTD | -2.3% | +28.1% | -30.4% | -13.3% |
| 1Y | -1.2% | +43.6% | -44.8% | -16.9% |
| 3Y | +7.9% | +225.8% | -217.9% | -39.7% |
| 5Y | -10.1% | +140.1% | -150.1% | -46.9% |
| 10Y | +631.0% | +1,248.4% | -617.4% | +75.8% |
| All | +631.0% | +1,177.5% | -546.5% | +75.8% |
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