+711.6%
XEL vs SPXL
+7,605.2%
-6,893.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +1.3% | +1.5% | -0.1% | +1.0% |
| 30D | -1.5% | -3.7% | +2.2% | -0.9% |
| 3M | -0.2% | +8.1% | -8.3% | -1.9% |
| 6M | -5.4% | +39.0% | -44.5% | -11.4% |
| YTD | +5.6% | +29.9% | -24.3% | -0.1% |
| 1Y | +10.5% | +46.6% | -36.2% | +1.9% |
| 3Y | +49.2% | +230.5% | -181.3% | +13.9% |
| 5Y | +30.1% | +140.2% | -110.1% | -0.4% |
| 10Y | +146.7% | +1,168.8% | -1,022.1% | +23.0% |
| All | +711.6% | +7,605.2% | -6,893.6% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling