+227.2%
SPXL vs MOD
+300.6%
-73.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.9% |
| 7D | +0.1% | +9.6% | -9.5% | -3.5% |
| 30D | -0.9% | 0.0% | -0.9% | -1.3% |
| 3M | +2.0% | -35.4% | +37.4% | +18.8% |
| 6M | +33.5% | -7.3% | +40.8% | +32.3% |
| YTD | +32.2% | +45.8% | -13.7% | +6.7% |
| 1Y | +48.9% | +43.1% | +5.7% | +18.5% |
| All | +227.2% | +300.6% | -73.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling