+1,087.3%
SPXL vs M
-3.0%
+1,090.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.9% | +5.0% | -7.9% | -4.7% |
| 30D | -12.4% | +10.6% | -23.0% | -16.1% |
| 3M | -11.8% | +1.6% | -13.4% | -12.8% |
| 6M | -1.4% | +30.8% | -32.2% | -13.3% |
| YTD | +19.0% | +16.9% | +2.1% | +8.8% |
| 1Y | +18.0% | +26.3% | -8.3% | +4.0% |
| 3Y | +220.0% | +158.6% | +61.4% | +93.3% |
| 5Y | +102.6% | +2.1% | +100.5% | +73.0% |
| 10Y | +1,087.3% | -4.3% | +1,091.6% | +602.7% |
| All | +1,087.3% | -3.0% | +1,090.3% | +602.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling