+210.0%
SHEL vs SPXL
+1,271.9%
-1,061.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | +4.1% | -2.5% | +6.6% | +4.8% |
| 30D | +8.4% | -4.2% | +12.6% | +9.5% |
| 3M | +13.7% | +8.1% | +5.6% | +10.5% |
| 6M | +12.7% | +35.6% | -22.9% | +1.6% |
| YTD | +35.3% | +28.8% | +6.5% | +23.5% |
| 1Y | +39.4% | +39.8% | -0.5% | +23.5% |
| 3Y | +71.5% | +221.4% | -149.9% | +11.3% |
| 5Y | +195.0% | +146.9% | +48.1% | +89.1% |
| All | +210.0% | +1,271.9% | -1,061.9% | -2.3% |
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