+878.4%
MSFT vs SPXL
+1,271.9%
-393.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.2% |
| 30D | +0.8% | -4.2% | +5.1% | +2.5% |
| 3M | +27.2% | +8.1% | +19.1% | +22.9% |
| 6M | +22.9% | +35.6% | -12.7% | +7.6% |
| YTD | +3.1% | +28.8% | -25.7% | -8.2% |
| 1Y | -0.3% | +39.8% | -40.1% | -14.6% |
| 3Y | +50.1% | +221.4% | -171.3% | -14.0% |
| 5Y | +74.6% | +146.9% | -72.3% | +3.0% |
| All | +878.4% | +1,271.9% | -393.5% | +140.6% |
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