+141.1%
SPXL vs XHB
+30.4%
+110.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +1.1% |
| 7D | -6.0% | -5.2% | -0.8% | +0.4% |
| 30D | -5.8% | -12.1% | +6.4% | +10.4% |
| 3M | +10.9% | -6.2% | +17.1% | +18.3% |
| 6M | +31.9% | -6.7% | +38.6% | +40.8% |
| YTD | +25.8% | -5.5% | +31.2% | +29.7% |
| 1Y | +39.8% | -15.6% | +55.4% | +66.6% |
| 3Y | +219.9% | +22.0% | +197.9% | +106.9% |
| 5Y | +141.1% | +31.8% | +109.2% | +45.8% |
| All | +141.1% | +30.4% | +110.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling