+15.5%
MSCI vs SPXL
+20.0%
-4.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +2.7% | -2.9% | +5.5% | +3.0% |
| 30D | +16.2% | -12.4% | +28.6% | +17.9% |
| 3M | +17.1% | -11.8% | +28.8% | +18.5% |
| 6M | +13.0% | -1.4% | +14.4% | +13.0% |
| YTD | +15.8% | +19.0% | -3.2% | +12.7% |
| 1Y | +15.5% | +18.0% | -2.5% | +12.5% |
| All | +15.5% | +20.0% | -4.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling