+3.8%
MSCI vs SPXL
+84.1%
-80.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.8% | -8.7% | +11.6% | +5.9% |
| 30D | +15.4% | -16.9% | +32.3% | +22.7% |
| 3M | +13.4% | -15.2% | +28.6% | +19.4% |
| 6M | +10.9% | -5.5% | +16.4% | +11.0% |
| YTD | +13.0% | +12.4% | +0.5% | +4.8% |
| 1Y | +12.0% | +16.9% | -4.9% | +2.0% |
| 3Y | +34.1% | +211.8% | -177.7% | -26.4% |
| All | +3.8% | +84.1% | -80.3% | -31.4% |
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