+1,110.7%
SPXL vs EXEL
+320.7%
+789.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +7.4% | -0.8% | +8.3% | +7.9% |
| 30D | -7.8% | +13.1% | -21.0% | -12.5% |
| 3M | -11.9% | +36.3% | -48.3% | -23.2% |
| 6M | -1.7% | +34.5% | -36.3% | -14.5% |
| YTD | +20.8% | +57.4% | -36.6% | -2.7% |
| 1Y | +25.0% | +62.9% | -37.9% | -1.1% |
| 3Y | +226.1% | +229.5% | -3.4% | +74.5% |
| 5Y | +101.1% | +281.2% | -180.1% | -0.1% |
| All | +1,110.7% | +320.7% | +789.9% | +501.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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