-2.8%
EXPE vs SPXL
+20.3%
-23.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.5% | +7.4% | -7.9% | -3.3% |
| 30D | -6.1% | -7.8% | +1.7% | -3.2% |
| 3M | -21.3% | -11.9% | -9.4% | -17.7% |
| 6M | +19.0% | -1.7% | +20.7% | +18.8% |
| YTD | -8.4% | +20.8% | -29.2% | -16.3% |
| 1Y | -2.8% | +25.0% | -27.8% | -13.7% |
| All | -2.8% | +20.3% | -23.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling