+30.3%
SPXL vs M
+36.6%
-6.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.6% | -2.8% | +2.6% |
| 7D | -2.5% | +8.3% | -10.7% | -4.7% |
| 30D | -4.3% | +14.2% | -18.5% | -8.1% |
| 3M | -4.2% | -1.1% | -3.1% | -4.2% |
| 6M | +15.0% | +36.6% | -21.6% | +3.2% |
| YTD | +28.4% | +19.8% | +8.6% | +18.3% |
| 1Y | +30.3% | +37.2% | -6.9% | +12.6% |
| All | +30.3% | +36.6% | -6.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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