+157.2%
EXC vs SPXL
+1,239.4%
-1,082.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.6% | -6.0% | +4.4% | -0.3% |
| 30D | -2.4% | -5.8% | +3.4% | -1.2% |
| 3M | -4.0% | +10.9% | -14.8% | -6.6% |
| 6M | -9.8% | +31.9% | -41.7% | -16.2% |
| YTD | +2.3% | +25.8% | -23.4% | -4.4% |
| 1Y | +3.8% | +39.8% | -35.9% | -5.8% |
| 3Y | +19.7% | +219.9% | -200.1% | -17.4% |
| 5Y | +45.6% | +141.1% | -95.5% | -0.1% |
| All | +157.2% | +1,239.4% | -1,082.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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