+1,199.1%
SPXL vs MTB
+173.8%
+1,025.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.2% | -4.8% | +0.6% | +0.2% |
| 3M | +8.1% | +6.0% | +2.2% | +1.8% |
| 6M | +35.6% | +19.6% | +16.0% | +13.8% |
| YTD | +28.8% | +21.5% | +7.3% | +5.9% |
| 1Y | +39.8% | +24.7% | +15.1% | +11.7% |
| 3Y | +221.4% | +108.6% | +112.8% | +56.7% |
| 5Y | +146.9% | +106.7% | +40.2% | +18.9% |
| All | +1,199.1% | +173.8% | +1,025.2% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling