+7,449.0%
SPXL vs MOD
+1,227.1%
+6,221.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -1.9% |
| 7D | -8.7% | -25.5% | +16.8% | +2.4% |
| 30D | -16.9% | -49.0% | +32.1% | +10.4% |
| 3M | -15.2% | -49.8% | +34.6% | +12.0% |
| 6M | -5.5% | -64.8% | +59.3% | +42.5% |
| YTD | +12.4% | -27.6% | +40.1% | +16.5% |
| 1Y | +16.9% | -35.2% | +52.1% | +25.6% |
| 3Y | +211.8% | +137.1% | +74.7% | +59.7% |
| 5Y | +85.6% | +760.3% | -674.6% | -52.5% |
| 10Y | +1,159.4% | +938.8% | +220.6% | +122.6% |
| All | +7,449.0% | +1,227.1% | +6,221.8% | +1,183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling