+169.7%
EXE vs SPXL
+256.3%
-86.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | -0.9% | -4.2% | +3.3% | -0.1% |
| 3M | +9.6% | +8.1% | +1.4% | +7.1% |
| 6M | -11.6% | +35.6% | -47.2% | -18.7% |
| YTD | -12.6% | +28.8% | -41.4% | -18.9% |
| 1Y | +1.2% | +39.8% | -38.7% | -8.4% |
| 3Y | +18.0% | +221.4% | -203.3% | -17.7% |
| 5Y | +101.1% | +146.9% | -45.8% | +38.7% |
| All | +169.7% | +256.3% | -86.5% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling