+101.4%
EXE vs SPXL
+137.2%
-35.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -0.4% | -5.0% | +4.6% | +0.7% |
| 3M | +9.5% | +7.6% | +1.9% | +7.1% |
| 6M | -9.3% | +33.6% | -42.9% | -16.3% |
| YTD | -10.9% | +28.1% | -39.0% | -17.2% |
| 1Y | +4.3% | +43.6% | -39.3% | -6.1% |
| 3Y | +18.8% | +225.8% | -207.0% | -17.4% |
| 5Y | +101.4% | +140.1% | -38.6% | +39.8% |
| All | +101.4% | +137.2% | -35.8% | +39.8% |
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