+147.8%
XEL vs SPXL
+1,271.9%
-1,124.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | -3.9% | -4.2% | +0.3% | -3.3% |
| 3M | -2.8% | +8.1% | -10.9% | -4.4% |
| 6M | -5.4% | +35.6% | -41.0% | -10.9% |
| YTD | +3.8% | +28.8% | -25.0% | -1.7% |
| 1Y | +6.8% | +39.8% | -33.0% | -0.6% |
| 3Y | +45.6% | +221.4% | -175.8% | +11.1% |
| 5Y | +30.7% | +146.9% | -116.2% | -1.3% |
| All | +147.8% | +1,271.9% | -1,124.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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