+48.9%
MSFT vs SPXL
+220.2%
-171.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -2.7% | -5.0% | +2.3% | -1.0% |
| 3M | +22.1% | +7.6% | +14.5% | +18.7% |
| 6M | +20.6% | +33.6% | -13.0% | +8.4% |
| YTD | +2.3% | +28.1% | -25.8% | -6.9% |
| 1Y | -0.5% | +43.6% | -44.2% | -13.4% |
| All | +48.9% | +220.2% | -171.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling