+221.4%
SPXL vs MTCH
-0.9%
+222.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +1.8% |
| 7D | -2.5% | +1.3% | -3.8% | -3.1% |
| 30D | -4.2% | +15.9% | -20.1% | -10.7% |
| 3M | +8.1% | +23.3% | -15.2% | -2.6% |
| 6M | +35.6% | +40.1% | -4.5% | +14.9% |
| YTD | +28.8% | +33.6% | -4.8% | +11.3% |
| 1Y | +39.8% | +14.1% | +25.7% | +29.4% |
| 3Y | +221.4% | +1.4% | +220.0% | +193.7% |
| All | +221.4% | -0.9% | +222.3% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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