+8,623.5%
SPXL vs XPO
+12,504.1%
-3,880.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.9% |
| 7D | +1.5% | +2.7% | -1.2% | +0.1% |
| 30D | -3.7% | -6.2% | +2.5% | -0.9% |
| 3M | +8.1% | -15.4% | +23.5% | +16.4% |
| 6M | +39.0% | +0.7% | +38.3% | +37.1% |
| YTD | +29.9% | +39.8% | -9.9% | +8.0% |
| 1Y | +46.6% | +43.3% | +3.3% | +18.8% |
| 3Y | +230.5% | +166.0% | +64.5% | +92.5% |
| 5Y | +140.2% | +274.2% | -134.0% | +17.1% |
| 10Y | +1,168.8% | +1,429.0% | -260.3% | +274.6% |
| All | +8,623.5% | +12,504.1% | -3,880.6% | +1,172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling