+2,233.2%
EXPE vs SPXL
+7,063.6%
-4,830.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -0.5% | +7.4% | -7.9% | -3.7% |
| 30D | -6.1% | -7.8% | +1.7% | -2.8% |
| 3M | -21.3% | -11.9% | -9.4% | -17.2% |
| 6M | +19.0% | -1.7% | +20.7% | +18.2% |
| YTD | -8.4% | +20.8% | -29.2% | -17.6% |
| 1Y | -2.8% | +25.0% | -27.8% | -13.8% |
| 3Y | +120.8% | +226.1% | -105.4% | +22.3% |
| 5Y | +46.2% | +101.1% | -54.9% | -7.2% |
| 10Y | +123.8% | +1,112.6% | -988.7% | -47.4% |
| All | +2,233.2% | +7,063.6% | -4,830.5% | +59.1% |
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