+1,199.1%
SPXL vs XHB
+215.4%
+983.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +0.1% |
| 7D | -2.5% | -4.6% | +2.1% | +4.2% |
| 30D | -4.2% | -9.1% | +4.9% | +9.6% |
| 3M | +8.1% | -8.6% | +16.7% | +20.7% |
| 6M | +35.6% | -4.0% | +39.6% | +39.7% |
| YTD | +28.8% | -3.9% | +32.7% | +30.0% |
| 1Y | +39.8% | -16.5% | +56.3% | +71.9% |
| 3Y | +221.4% | +22.6% | +198.8% | +103.6% |
| 5Y | +146.9% | +33.9% | +113.0% | +46.8% |
| All | +1,199.1% | +215.4% | +983.7% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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