+141.1%
SPXL vs MTB
+101.1%
+40.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.2% |
| 7D | -6.0% | -0.4% | -5.6% | -5.6% |
| 30D | -5.8% | -4.6% | -1.2% | -1.9% |
| 3M | +10.9% | +7.4% | +3.4% | +3.6% |
| 6M | +31.9% | +18.7% | +13.2% | +12.9% |
| YTD | +25.8% | +21.1% | +4.7% | +5.2% |
| 1Y | +39.8% | +24.1% | +15.7% | +14.0% |
| 3Y | +219.9% | +115.3% | +104.5% | +63.3% |
| 5Y | +141.1% | +106.0% | +35.1% | +38.3% |
| All | +141.1% | +101.1% | +40.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling