+1,199.1%
SPXL vs XYL
+150.5%
+1,048.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +1.9% |
| 7D | -2.5% | +1.2% | -3.7% | -4.3% |
| 30D | -4.2% | -11.9% | +7.7% | +13.0% |
| 3M | +8.1% | -1.5% | +9.7% | +7.8% |
| 6M | +35.6% | -11.9% | +47.5% | +56.2% |
| YTD | +28.8% | -20.6% | +49.4% | +68.1% |
| 1Y | +39.8% | -23.5% | +63.3% | +92.6% |
| 3Y | +221.4% | +14.9% | +206.5% | +150.8% |
| 5Y | +146.9% | -15.3% | +162.2% | +207.8% |
| All | +1,199.1% | +150.5% | +1,048.6% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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