+33.5%
EXC vs SPXL
+228.0%
-194.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | +1.4% | +7.4% | -6.1% | +1.5% |
| 30D | +8.6% | -7.8% | +16.4% | +8.5% |
| 3M | +2.4% | -11.9% | +14.3% | +2.3% |
| 6M | +6.5% | -1.7% | +8.2% | +6.5% |
| YTD | +9.0% | +20.8% | -11.8% | +8.9% |
| 1Y | +4.6% | +25.0% | -20.4% | +4.4% |
| 3Y | +33.5% | +226.1% | -192.6% | +9.9% |
| All | +33.5% | +228.0% | -194.5% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling