+145.2%
SPXL vs XYL
-16.2%
+161.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.0% |
| 7D | -2.5% | +1.2% | -3.7% | -4.1% |
| 30D | -4.2% | -11.9% | +7.7% | +11.6% |
| 3M | +8.1% | -1.5% | +9.7% | +7.7% |
| 6M | +35.6% | -11.9% | +47.5% | +54.8% |
| YTD | +28.8% | -20.6% | +49.4% | +65.4% |
| 1Y | +39.8% | -23.5% | +63.3% | +89.2% |
| 3Y | +221.4% | +14.9% | +206.5% | +148.8% |
| All | +145.2% | -16.2% | +161.5% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling