+3,881.6%
MSCI vs SPXL
+7,736.1%
-3,854.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.6% | -0.9% | +1.4% | +0.8% |
| 3M | -7.1% | +2.0% | -9.1% | -8.9% |
| 6M | +0.8% | +33.5% | -32.7% | -11.6% |
| YTD | +1.0% | +32.2% | -31.2% | -11.4% |
| 1Y | +4.3% | +48.9% | -44.6% | -13.3% |
| 3Y | +9.9% | +222.9% | -212.9% | -37.2% |
| 5Y | -6.8% | +140.7% | -147.5% | -44.0% |
| 10Y | +614.7% | +1,192.7% | -578.0% | +86.0% |
| All | +3,881.6% | +7,736.1% | -3,854.4% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling