+3,192.0%
MSFT vs SPXL
+7,063.6%
-3,871.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.3% | +7.4% | -8.7% | -3.9% |
| 30D | -1.8% | -7.8% | +6.0% | +0.7% |
| 3M | +5.6% | -11.9% | +17.6% | +10.0% |
| 6M | +29.8% | -1.7% | +31.5% | +29.3% |
| YTD | +9.0% | +20.8% | -11.8% | -0.1% |
| 1Y | +4.9% | +25.0% | -20.0% | -5.2% |
| 3Y | +46.2% | +226.1% | -179.9% | -11.9% |
| 5Y | +62.1% | +101.1% | -39.0% | +8.8% |
| 10Y | +899.6% | +1,112.6% | -212.9% | +209.1% |
| All | +3,192.0% | +7,063.6% | -3,871.6% | +329.5% |
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 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