+192.5%
SHEL vs SPXL
+132.3%
+60.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +3.9% | -6.0% | +9.9% | +5.0% |
| 30D | +7.0% | -5.8% | +12.7% | +7.9% |
| 3M | +12.5% | +10.9% | +1.6% | +10.0% |
| 6M | +14.8% | +31.9% | -17.1% | +8.1% |
| YTD | +34.2% | +25.8% | +8.4% | +27.4% |
| 1Y | +37.0% | +39.8% | -2.8% | +27.1% |
| 3Y | +70.9% | +219.9% | -149.0% | +30.1% |
| 5Y | +192.5% | +141.1% | +51.5% | +121.2% |
| All | +192.5% | +132.3% | +60.2% | +121.2% |
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