+141.1%
SPXL vs EXEL
+192.6%
-51.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -6.0% | -2.9% | -3.1% | -4.9% |
| 30D | -5.8% | +11.9% | -17.7% | -10.2% |
| 3M | +10.9% | +9.2% | +1.6% | +6.2% |
| 6M | +31.9% | +39.1% | -7.2% | +13.4% |
| YTD | +25.8% | +31.0% | -5.3% | +10.3% |
| 1Y | +39.8% | +52.3% | -12.6% | +13.6% |
| 3Y | +219.9% | +159.7% | +60.1% | +82.2% |
| 5Y | +141.1% | +187.7% | -46.6% | +15.3% |
| All | +141.1% | +192.6% | -51.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling