+4.9%
MSFT vs SPXL
+20.3%
-15.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.3% | +7.4% | -8.7% | -3.8% |
| 30D | -1.8% | -7.8% | +6.0% | +0.5% |
| 3M | +5.6% | -11.9% | +17.6% | +9.6% |
| 6M | +29.8% | -1.7% | +31.5% | +29.4% |
| YTD | +9.0% | +20.8% | -11.8% | +1.7% |
| 1Y | +4.9% | +25.0% | -20.0% | -2.9% |
| All | +4.9% | +20.3% | -15.3% | -2.9% |
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