+800.7%
MSCI vs SPXL
+1,078.5%
-277.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +2.7% | -2.9% | +5.5% | +3.4% |
| 30D | +16.2% | -12.4% | +28.6% | +21.4% |
| 3M | +17.1% | -11.8% | +28.8% | +21.7% |
| 6M | +13.0% | -1.4% | +14.4% | +11.3% |
| YTD | +15.8% | +19.0% | -3.2% | +4.8% |
| 1Y | +15.5% | +18.0% | -2.5% | +4.5% |
| 3Y | +32.3% | +220.0% | -187.7% | -26.1% |
| 5Y | +8.2% | +102.6% | -94.4% | -32.2% |
| 10Y | +800.7% | +1,087.3% | -286.6% | +114.3% |
| All | +800.7% | +1,078.5% | -277.8% | +114.3% |
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