+327.1%
SHEL vs SPXL
+7,605.2%
-7,278.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.1% |
| 7D | +1.9% | +1.5% | +0.5% | +1.4% |
| 30D | +8.7% | -3.7% | +12.3% | +9.8% |
| 3M | +11.0% | +8.1% | +2.9% | +7.2% |
| 6M | +14.6% | +39.0% | -24.5% | +1.0% |
| YTD | +33.3% | +29.9% | +3.3% | +19.7% |
| 1Y | +37.9% | +46.6% | -8.7% | +18.3% |
| 3Y | +69.7% | +230.5% | -160.8% | +3.8% |
| 5Y | +190.2% | +140.2% | +50.0% | +77.5% |
| 10Y | +197.0% | +1,168.8% | -971.8% | -16.8% |
| All | +327.1% | +7,605.2% | -7,278.0% | -54.3% |
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 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