+8,110.7%
SPXL vs EXR
+2,514.7%
+5,596.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +9.6% | -1.2% | +10.8% | +10.9% |
| 30D | -9.8% | +18.3% | -28.1% | -23.7% |
| 3M | -9.1% | +9.1% | -18.1% | -16.9% |
| 6M | +1.1% | +11.7% | -10.6% | -11.1% |
| YTD | +22.3% | +25.7% | -3.4% | -5.0% |
| 1Y | +20.3% | +24.9% | -4.6% | -6.2% |
| 3Y | +229.0% | +51.4% | +177.5% | +99.3% |
| 5Y | +103.6% | -1.9% | +105.5% | +94.2% |
| 10Y | +1,127.6% | +214.0% | +913.6% | +255.9% |
| All | +8,110.7% | +2,514.7% | +5,596.0% | +174.1% |
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