+18.0%
SPXL vs M
+26.3%
-8.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.9% | +5.0% | -7.9% | -4.1% |
| 30D | -12.4% | +10.6% | -23.0% | -14.9% |
| 3M | -11.8% | +1.6% | -13.4% | -12.3% |
| 6M | -1.4% | +30.8% | -32.2% | -10.2% |
| YTD | +19.0% | +16.9% | +2.1% | +10.4% |
| 1Y | +18.0% | +26.3% | -8.3% | +5.2% |
| All | +18.0% | +26.3% | -8.4% | +5.2% |
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