+1,168.8%
SPXL vs MOD
+1,504.3%
-335.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +1.5% | +6.3% | -4.9% | -1.2% |
| 30D | -3.7% | -1.7% | -2.0% | -3.5% |
| 3M | +8.1% | -30.1% | +38.2% | +23.0% |
| 6M | +39.0% | +2.7% | +36.3% | +32.0% |
| YTD | +29.9% | +44.1% | -14.1% | +4.1% |
| 1Y | +46.6% | +38.7% | +7.9% | +16.8% |
| 3Y | +230.5% | +309.8% | -79.3% | +47.8% |
| 5Y | +140.2% | +1,569.7% | -1,429.5% | -45.7% |
| 10Y | +1,168.8% | +1,520.5% | -351.7% | +142.6% |
| All | +1,168.8% | +1,504.3% | -335.5% | +142.6% |
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