+46.6%
SPXL vs MOD
+40.7%
+5.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +1.5% | +6.3% | -4.9% | -0.4% |
| 30D | -3.7% | -1.7% | -2.0% | -3.5% |
| 3M | +8.1% | -30.1% | +38.2% | +18.7% |
| 6M | +39.0% | +2.7% | +36.3% | +36.1% |
| YTD | +29.9% | +44.1% | -14.1% | +15.9% |
| 1Y | +46.6% | +38.7% | +7.9% | +32.4% |
| All | +46.6% | +40.7% | +5.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling