+178.5%
EXE vs SPXL
+265.5%
-87.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.5% | -0.9% | +9.3% | +8.6% |
| 3M | +5.5% | +2.0% | +3.4% | +4.4% |
| 6M | -5.9% | +33.5% | -39.4% | -13.1% |
| YTD | -9.7% | +32.2% | -41.9% | -16.8% |
| 1Y | +3.6% | +48.9% | -45.3% | -7.6% |
| 3Y | +18.0% | +222.9% | -204.8% | -17.6% |
| 5Y | +109.4% | +140.7% | -31.3% | +45.5% |
| All | +178.5% | +265.5% | -87.0% | +79.7% |
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