+1,199.1%
SPXL vs XPO
+1,516.3%
-317.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -5.7% | +3.1% | +1.2% |
| 30D | -4.2% | -12.8% | +8.6% | +4.3% |
| 3M | +8.1% | -20.0% | +28.1% | +23.6% |
| 6M | +35.6% | -6.0% | +41.7% | +38.6% |
| YTD | +28.8% | +34.0% | -5.2% | +1.9% |
| 1Y | +39.8% | +35.6% | +4.3% | +7.4% |
| 3Y | +221.4% | +152.3% | +69.1% | +48.6% |
| 5Y | +146.9% | +264.4% | -117.4% | -16.8% |
| All | +1,199.1% | +1,516.3% | -317.2% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling