+143.2%
SPXL vs EXPD
+61.6%
+81.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | +0.1% | -1.1% | +1.2% | +1.1% |
| 30D | -0.9% | +4.1% | -4.9% | -4.6% |
| 3M | +2.0% | +17.9% | -15.9% | -13.1% |
| 6M | +33.5% | +29.2% | +4.3% | +2.6% |
| YTD | +32.2% | +27.4% | +4.8% | +0.3% |
| 1Y | +48.9% | +56.8% | -7.9% | -12.0% |
| 3Y | +222.9% | +68.0% | +154.8% | +71.1% |
| All | +143.2% | +61.6% | +81.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling