+1,110.7%
SPXL vs M
-7.1%
+1,117.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | +7.4% | +7.0% | +0.4% | +4.4% |
| 30D | -7.8% | +8.9% | -16.7% | -11.2% |
| 3M | -11.9% | +4.5% | -16.4% | -13.9% |
| 6M | -1.7% | +36.2% | -37.9% | -15.0% |
| YTD | +20.8% | +15.1% | +5.7% | +11.1% |
| 1Y | +25.0% | +27.4% | -2.5% | +9.7% |
| 3Y | +226.1% | +160.1% | +66.0% | +96.4% |
| 5Y | +101.1% | -1.6% | +102.7% | +74.2% |
| All | +1,110.7% | -7.1% | +1,117.8% | +628.9% |
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