+8,623.5%
SPXL vs XHB
+750.0%
+7,873.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | +1.9% |
| 7D | +1.5% | +0.2% | +1.3% | +1.1% |
| 30D | -3.7% | -9.1% | +5.4% | +10.2% |
| 3M | +8.1% | -2.3% | +10.4% | +9.5% |
| 6M | +39.0% | -4.1% | +43.2% | +43.6% |
| YTD | +29.9% | -1.7% | +31.7% | +27.0% |
| 1Y | +46.6% | -15.1% | +61.7% | +75.8% |
| 3Y | +230.5% | +26.8% | +203.7% | +104.4% |
| 5Y | +140.2% | +37.3% | +102.8% | +43.4% |
| 10Y | +1,168.8% | +205.7% | +963.1% | +175.2% |
| All | +8,623.5% | +750.0% | +7,873.4% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling