+140.2%
SPXL vs M
+24.8%
+115.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.3% |
| 30D | -3.7% | -11.6% | +7.9% | +1.7% |
| 3M | +8.1% | +1.6% | +6.5% | +6.2% |
| 6M | +39.0% | +25.2% | +13.8% | +23.4% |
| YTD | +29.9% | +3.8% | +26.2% | +24.8% |
| 1Y | +46.6% | +36.3% | +10.3% | +22.8% |
| 3Y | +230.5% | +116.3% | +114.2% | +98.4% |
| 5Y | +140.2% | +28.2% | +112.0% | +88.8% |
| All | +140.2% | +24.8% | +115.3% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling