+213.8%
SPXL vs XME
+124.3%
+89.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | +1.4% |
| 7D | -6.0% | -3.0% | -2.9% | -3.5% |
| 30D | -5.8% | -2.6% | -3.2% | -4.1% |
| 3M | +10.9% | +2.2% | +8.7% | +7.5% |
| 6M | +31.9% | +0.7% | +31.2% | +28.7% |
| YTD | +25.8% | +10.9% | +14.8% | +8.6% |
| 1Y | +39.8% | +35.7% | +4.1% | -5.4% |
| All | +213.8% | +124.3% | +89.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling