+8,010.4%
SPXL vs EXEL
+1,655.7%
+6,354.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +7.4% | -0.8% | +8.3% | +7.8% |
| 30D | -7.8% | +13.1% | -21.0% | -11.9% |
| 3M | -11.9% | +36.3% | -48.3% | -21.7% |
| 6M | -1.7% | +34.5% | -36.3% | -12.8% |
| YTD | +20.8% | +57.4% | -36.6% | +0.5% |
| 1Y | +25.0% | +62.9% | -37.9% | +2.5% |
| 3Y | +226.1% | +229.5% | -3.4% | +95.3% |
| 5Y | +101.1% | +281.2% | -180.1% | +14.2% |
| 10Y | +1,112.6% | +320.7% | +791.8% | +508.4% |
| All | +8,010.4% | +1,655.7% | +6,354.6% | +786.0% |
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 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