+211.8%
SPXL vs MOD
+129.2%
+82.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -1.3% |
| 7D | -8.7% | -25.5% | +16.8% | 0.0% |
| 30D | -16.9% | -49.0% | +32.1% | +4.6% |
| 3M | -15.2% | -49.8% | +34.6% | +6.3% |
| 6M | -5.5% | -64.8% | +59.3% | +32.7% |
| YTD | +12.4% | -27.6% | +40.1% | +15.0% |
| 1Y | +16.9% | -35.2% | +52.1% | +23.5% |
| 3Y | +211.8% | +137.1% | +74.7% | +73.3% |
| All | +211.8% | +129.2% | +82.6% | +73.3% |
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