+7,977.0%
SPXL vs M
+294.7%
+7,682.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.1% | +2.6% |
| 7D | -0.9% | +2.5% | -3.4% | -2.0% |
| 30D | -11.4% | +10.1% | -21.5% | -16.0% |
| 3M | -10.8% | -0.9% | -9.9% | -11.0% |
| 6M | -0.3% | +30.2% | -30.4% | -15.6% |
| YTD | +20.3% | +16.3% | +4.0% | +7.0% |
| 1Y | +24.7% | +27.0% | -2.2% | +5.1% |
| 3Y | +238.6% | +154.5% | +84.1% | +73.5% |
| 5Y | +100.0% | -1.1% | +101.0% | +61.1% |
| 10Y | +1,108.4% | +0.5% | +1,108.0% | +552.8% |
| All | +7,977.0% | +294.7% | +7,682.3% | +1,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling