+1,140.4%
SPXL vs EXR
+217.4%
+922.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | -3.8% | -1.1% | -2.6% | -2.7% |
| 30D | -8.8% | +18.8% | -27.6% | -21.7% |
| 3M | -7.4% | +9.9% | -17.3% | -15.1% |
| 6M | +1.8% | +12.6% | -10.9% | -9.8% |
| YTD | +23.6% | +26.5% | -2.9% | -2.0% |
| 1Y | +21.7% | +24.5% | -2.8% | -2.2% |
| 3Y | +232.4% | +52.4% | +180.0% | +107.8% |
| 5Y | +110.4% | -1.5% | +111.9% | +106.2% |
| 10Y | +1,140.4% | +216.0% | +924.4% | +461.8% |
| All | +1,140.4% | +217.4% | +922.9% | +461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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