+6,827.6%
SPXL vs XYL
+449.8%
+6,377.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +1.4% |
| 7D | +0.1% | -5.0% | +5.1% | +6.7% |
| 30D | -0.9% | -13.2% | +12.3% | +18.0% |
| 3M | +2.0% | -3.7% | +5.7% | +5.1% |
| 6M | +33.5% | -17.7% | +51.2% | +67.0% |
| YTD | +32.2% | -21.5% | +53.7% | +73.0% |
| 1Y | +48.9% | -24.5% | +73.4% | +105.0% |
| 3Y | +222.9% | +6.9% | +215.9% | +186.5% |
| 5Y | +140.7% | -18.1% | +158.8% | +215.3% |
| 10Y | +1,192.7% | +134.7% | +1,057.9% | +483.8% |
| All | +6,827.6% | +449.8% | +6,377.9% | +1,351.0% |
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