+1,140.4%
SPXL vs MOD
+915.9%
+224.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +2.5% |
| 7D | -3.8% | +8.2% | -12.0% | -6.6% |
| 30D | -8.8% | -38.2% | +29.4% | +8.9% |
| 3M | -7.4% | -46.2% | +38.8% | +15.8% |
| 6M | +1.8% | -62.5% | +64.3% | +44.3% |
| YTD | +23.6% | -20.1% | +43.7% | +22.7% |
| 1Y | +21.7% | -29.7% | +51.4% | +26.1% |
| 3Y | +232.4% | +136.2% | +96.2% | +81.9% |
| 5Y | +110.4% | +820.4% | -710.0% | -40.8% |
| 10Y | +1,140.4% | +839.8% | +300.5% | +199.1% |
| All | +1,140.4% | +915.9% | +224.5% | +199.1% |
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