-0.8%
MSFT vs SPXL
+38.9%
-39.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -3.5% | -6.0% | +2.5% | -1.5% |
| 30D | -2.1% | -5.8% | +3.7% | -0.2% |
| 3M | +24.2% | +10.9% | +13.3% | +19.9% |
| 6M | +21.9% | +31.9% | -10.1% | +10.7% |
| YTD | +2.5% | +25.8% | -23.3% | -5.5% |
| 1Y | -0.8% | +39.8% | -40.5% | -11.5% |
| All | -0.8% | +38.9% | -39.7% | -11.5% |
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 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