+233.6%
SPXL vs EXR
+54.2%
+179.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | -1.1% | -2.6% | -3.1% |
| 30D | -8.8% | +18.8% | -27.6% | -17.5% |
| 3M | -7.4% | +9.9% | -17.3% | -12.4% |
| 6M | +1.8% | +12.6% | -10.9% | -5.9% |
| YTD | +23.6% | +26.5% | -2.9% | +5.8% |
| 1Y | +21.7% | +24.5% | -2.8% | +5.1% |
| All | +233.6% | +54.2% | +179.4% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling