-11.4%
MSCI vs SPXL
+140.3%
-151.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | -2.1% | +1.5% | -3.5% | -2.6% |
| 30D | -1.7% | -3.7% | +1.9% | -0.4% |
| 3M | -8.2% | +8.1% | -16.3% | -11.7% |
| 6M | -2.4% | +39.0% | -41.5% | -15.5% |
| YTD | -2.8% | +29.9% | -32.8% | -13.9% |
| 1Y | -2.7% | +46.6% | -49.3% | -18.5% |
| 3Y | +7.3% | +230.5% | -223.2% | -41.8% |
| 5Y | -11.4% | +140.2% | -151.6% | -48.0% |
| All | -11.4% | +140.3% | -151.8% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling