+7,449.0%
SPXL vs EXPD
+530.6%
+6,918.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +3.6% |
| 7D | -8.7% | -7.2% | -1.6% | +0.5% |
| 30D | -16.9% | -3.3% | -13.6% | -13.4% |
| 3M | -15.2% | +3.4% | -18.6% | -19.4% |
| 6M | -5.5% | +22.7% | -28.2% | -29.3% |
| YTD | +12.4% | +24.5% | -12.1% | -22.5% |
| 1Y | +16.9% | +38.6% | -21.7% | -30.6% |
| 3Y | +211.8% | +71.5% | +140.3% | +28.6% |
| 5Y | +85.6% | +56.2% | +29.4% | -10.3% |
| 10Y | +1,159.4% | +310.5% | +849.0% | +78.0% |
| All | +7,449.0% | +530.6% | +6,918.4% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling