+131.3%
EXC vs SPXL
+7,736.1%
-7,604.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | -0.9% | -2.9% | -3.6% |
| 3M | -1.3% | +2.0% | -3.3% | -2.4% |
| 6M | -9.7% | +33.5% | -43.2% | -16.5% |
| YTD | +2.9% | +32.2% | -29.3% | -5.0% |
| 1Y | +4.4% | +48.9% | -44.5% | -6.7% |
| 3Y | +22.2% | +222.9% | -200.6% | -14.9% |
| 5Y | +46.7% | +140.7% | -94.0% | +2.1% |
| 10Y | +155.3% | +1,192.7% | -1,037.3% | +2.0% |
| All | +131.3% | +7,736.1% | -7,604.8% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling