+219.6%
SPXL vs EXEL
+164.8%
+54.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.7% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | -5.0% | +10.1% | -15.1% | -7.2% |
| 3M | +7.6% | +10.1% | -2.5% | +4.8% |
| 6M | +33.6% | +37.7% | -4.1% | +22.8% |
| YTD | +28.1% | +33.1% | -5.0% | +18.4% |
| 1Y | +43.6% | +52.4% | -8.7% | +28.1% |
| All | +219.6% | +164.8% | +54.9% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling