+5.1%
EXC vs SPXL
+44.5%
-39.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.2% |
| 30D | -0.9% | -5.0% | +4.1% | -1.3% |
| 3M | -2.7% | +7.6% | -10.3% | -1.8% |
| 6M | -9.4% | +33.6% | -43.0% | -7.9% |
| YTD | +3.0% | +28.1% | -25.1% | +4.2% |
| 1Y | +5.1% | +43.6% | -38.5% | +7.1% |
| All | +5.1% | +44.5% | -39.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling