+8,623.5%
SPXL vs XME
+363.8%
+8,259.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.8% |
| 7D | +1.5% | +3.6% | -2.2% | -2.4% |
| 30D | -3.7% | +3.6% | -7.3% | -7.9% |
| 3M | +8.1% | +1.2% | +6.9% | +5.1% |
| 6M | +39.0% | +9.0% | +30.0% | +23.7% |
| YTD | +29.9% | +15.9% | +14.0% | +5.9% |
| 1Y | +46.6% | +43.2% | +3.4% | -6.7% |
| 3Y | +230.5% | +137.4% | +93.1% | +23.3% |
| 5Y | +140.2% | +185.0% | -44.9% | -25.2% |
| 10Y | +1,168.8% | +409.5% | +759.3% | +117.3% |
| All | +8,623.5% | +363.8% | +8,259.7% | +1,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling