+141.8%
EXC vs SPXL
+7,152.3%
-7,010.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -1.9% | +9.6% | -11.5% | -4.0% |
| 30D | +7.8% | -9.8% | +17.5% | +9.6% |
| 3M | +1.9% | -9.1% | +10.9% | +3.3% |
| 6M | +3.4% | +1.1% | +2.2% | +1.7% |
| YTD | +7.6% | +22.3% | -14.7% | +0.4% |
| 1Y | +2.1% | +20.3% | -18.2% | -4.6% |
| 3Y | +29.6% | +229.0% | -199.4% | -10.6% |
| 5Y | +39.5% | +103.6% | -64.1% | +0.7% |
| 10Y | +200.2% | +1,127.6% | -927.4% | +20.8% |
| All | +141.8% | +7,152.3% | -7,010.4% | -49.7% |
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