+8,771.7%
SPXL vs M
+261.5%
+8,510.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.6% |
| 7D | +0.1% | +4.7% | -4.7% | -2.5% |
| 30D | -0.9% | -9.6% | +8.8% | +4.5% |
| 3M | +2.0% | +0.9% | +1.2% | +0.4% |
| 6M | +33.5% | +22.3% | +11.2% | +17.4% |
| YTD | +32.2% | +6.5% | +25.6% | +23.9% |
| 1Y | +48.9% | +38.8% | +10.1% | +19.6% |
| 3Y | +222.9% | +115.9% | +106.9% | +81.1% |
| 5Y | +140.7% | +28.6% | +112.1% | +63.0% |
| 10Y | +1,192.7% | -2.5% | +1,195.2% | +601.0% |
| All | +8,771.7% | +261.5% | +8,510.2% | +1,197.6% |
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