+6,233.1%
SPXL vs XYL
+389.9%
+5,843.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | -3.7% | +11.2% | +12.4% |
| 30D | -7.8% | -8.3% | +0.5% | -2.1% |
| 3M | -11.9% | -21.4% | +9.5% | +12.5% |
| 6M | -1.7% | -12.9% | +11.2% | +8.5% |
| YTD | +20.8% | -30.1% | +50.9% | +72.7% |
| 1Y | +25.0% | -35.2% | +60.1% | +97.1% |
| 3Y | +226.1% | -0.8% | +226.9% | +201.0% |
| 5Y | +101.1% | -23.2% | +124.3% | +170.6% |
| 10Y | +1,112.6% | +101.2% | +1,011.3% | +522.0% |
| All | +6,233.1% | +389.9% | +5,843.3% | +1,349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling