+145.2%
SPXL vs XLRE
+8.4%
+136.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.0% |
| 7D | -2.5% | -1.2% | -1.4% | -0.6% |
| 30D | -4.2% | -2.4% | -1.8% | -0.3% |
| 3M | +8.1% | -2.5% | +10.6% | +11.2% |
| 6M | +35.6% | +4.0% | +31.6% | +24.4% |
| YTD | +28.8% | +9.3% | +19.5% | +7.8% |
| 1Y | +39.8% | +5.6% | +34.2% | +23.9% |
| 3Y | +221.4% | +31.3% | +190.1% | +91.1% |
| All | +145.2% | +8.4% | +136.8% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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