+1,110.7%
SPXL vs MOD
+1,079.7%
+31.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +27.9% | -29.1% | -12.4% |
| 7D | +7.4% | +40.4% | -33.0% | -8.3% |
| 30D | -7.8% | -14.0% | +6.2% | -5.6% |
| 3M | -11.9% | -33.3% | +21.4% | -1.0% |
| 6M | -1.7% | -51.4% | +49.7% | +22.9% |
| YTD | +20.8% | +1.6% | +19.2% | +6.6% |
| 1Y | +25.0% | +5.4% | +19.6% | +7.5% |
| 3Y | +226.1% | +191.0% | +35.1% | +60.9% |
| 5Y | +101.1% | +1,093.1% | -992.0% | -50.1% |
| All | +1,110.7% | +1,079.7% | +31.0% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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