+46.2%
EXC vs SPXL
+140.3%
-94.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +1.2% | +1.5% | -0.2% | +1.1% |
| 30D | -2.7% | -3.7% | +1.0% | -2.4% |
| 3M | -1.0% | +8.1% | -9.1% | -2.0% |
| 6M | -9.3% | +39.0% | -48.3% | -12.9% |
| YTD | +3.6% | +29.9% | -26.3% | 0.0% |
| 1Y | +5.9% | +46.6% | -40.7% | +0.4% |
| 3Y | +21.3% | +230.5% | -209.2% | -2.6% |
| 5Y | +46.2% | +140.2% | -94.0% | +14.5% |
| All | +46.2% | +140.3% | -94.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling