+3,040.1%
MSFT vs SPXL
+7,736.1%
-4,696.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +2.7% | -0.9% | +3.6% | +3.0% |
| 3M | +17.0% | +2.0% | +14.9% | +15.6% |
| 6M | +23.8% | +33.5% | -9.7% | +10.2% |
| YTD | +4.0% | +32.2% | -28.2% | -7.3% |
| 1Y | -0.8% | +48.9% | -49.7% | -15.8% |
| 3Y | +55.6% | +222.9% | -167.2% | -5.7% |
| 5Y | +72.9% | +140.7% | -67.8% | +9.1% |
| 10Y | +875.8% | +1,192.7% | -316.9% | +195.2% |
| All | +3,040.1% | +7,736.1% | -4,696.0% | +298.6% |
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 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