+8,771.7%
SPXL vs EXR
+2,174.8%
+6,596.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | 0.0% |
| 7D | +0.1% | -2.6% | +2.6% | +2.6% |
| 30D | -0.9% | -7.2% | +6.3% | +6.5% |
| 3M | +2.0% | -3.5% | +5.5% | +4.3% |
| 6M | +33.5% | -5.3% | +38.8% | +38.9% |
| YTD | +32.2% | +9.4% | +22.8% | +18.3% |
| 1Y | +48.9% | +1.3% | +47.6% | +42.1% |
| 3Y | +222.9% | +22.4% | +200.4% | +140.1% |
| 5Y | +140.7% | -12.2% | +152.9% | +155.4% |
| 10Y | +1,192.7% | +148.6% | +1,044.1% | +370.8% |
| All | +8,771.7% | +2,174.8% | +6,596.9% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling