+1,168.8%
SPXL vs EXPD
+308.0%
+860.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | +0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +2.6% |
| 30D | -3.7% | +4.1% | -7.7% | -8.4% |
| 3M | +8.1% | +13.8% | -5.7% | -8.5% |
| 6M | +39.0% | +27.3% | +11.8% | 0.0% |
| YTD | +29.9% | +25.4% | +4.5% | -8.4% |
| 1Y | +46.6% | +54.4% | -7.8% | -24.1% |
| 3Y | +230.5% | +67.9% | +162.6% | +46.2% |
| 5Y | +140.2% | +59.2% | +81.0% | +15.1% |
| 10Y | +1,168.8% | +308.6% | +860.2% | +107.5% |
| All | +1,168.8% | +308.0% | +860.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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