+16.9%
XLB vs SPXL
+52.0%
-35.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -0.4% | -0.9% | +0.5% | -0.2% |
| 3M | +2.0% | +2.0% | -0.1% | +1.2% |
| 6M | +1.8% | +33.5% | -31.7% | -6.0% |
| YTD | +16.6% | +32.2% | -15.6% | +7.6% |
| 1Y | +16.9% | +48.9% | -31.9% | +3.0% |
| All | +16.9% | +52.0% | -35.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling