+8,771.7%
SPXL vs EXEL
+1,401.5%
+7,370.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.1% | +8.4% | -8.3% | -3.0% |
| 30D | -0.9% | +4.1% | -4.9% | -2.7% |
| 3M | +2.0% | +12.4% | -10.4% | -2.9% |
| 6M | +33.5% | +41.5% | -8.0% | +16.0% |
| YTD | +32.2% | +34.6% | -2.5% | +16.5% |
| 1Y | +48.9% | +57.9% | -9.0% | +22.5% |
| 3Y | +222.9% | +159.5% | +63.4% | +110.3% |
| 5Y | +140.7% | +198.5% | -57.8% | +48.8% |
| 10Y | +1,192.7% | +411.4% | +781.3% | +493.5% |
| All | +8,771.7% | +1,401.5% | +7,370.2% | +927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling