+30.3%
SPXL vs MTB
+27.0%
+3.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.7% | +4.1% |
| 7D | -2.5% | +2.0% | -4.5% | -3.7% |
| 30D | -4.3% | +2.9% | -7.3% | -6.1% |
| 3M | -4.2% | -10.7% | +6.4% | +2.8% |
| 6M | +15.0% | +6.3% | +8.7% | +9.2% |
| YTD | +28.4% | +13.8% | +14.6% | +14.4% |
| 1Y | +30.3% | +27.7% | +2.6% | +5.1% |
| All | +30.3% | +27.0% | +3.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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