+230.2%
SPXL vs MOD
+135.8%
+94.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +9.6% | +16.1% | -6.5% | +3.7% |
| 30D | -9.8% | -38.5% | +28.8% | +6.1% |
| 3M | -9.1% | -46.8% | +37.8% | +11.7% |
| 6M | +1.1% | -61.6% | +62.7% | +37.7% |
| YTD | +22.3% | -20.5% | +42.8% | +20.9% |
| 1Y | +20.3% | -28.0% | +48.3% | +22.4% |
| All | +230.2% | +135.8% | +94.4% | +88.6% |
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 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