+230.5%
SPXL vs EXR
+23.6%
+206.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +1.5% | -0.7% | +2.1% | +1.9% |
| 30D | -3.7% | -6.9% | +3.3% | +0.3% |
| 3M | +8.1% | -3.0% | +11.1% | +9.1% |
| 6M | +39.0% | -2.9% | +42.0% | +40.1% |
| YTD | +29.9% | +9.3% | +20.7% | +21.4% |
| 1Y | +46.6% | -0.9% | +47.5% | +44.9% |
| 3Y | +230.5% | +24.7% | +205.8% | +201.4% |
| All | +230.5% | +23.6% | +206.9% | +201.4% |
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