+164.2%
XLB vs SPXL
+1,102.8%
-938.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.5% | +7.4% | -6.9% | -1.8% |
| 30D | +5.2% | -7.8% | +13.0% | +7.3% |
| 3M | +0.3% | -11.9% | +12.2% | +3.7% |
| 6M | +1.2% | -1.7% | +2.9% | +0.4% |
| YTD | +16.6% | +20.8% | -4.2% | +7.5% |
| 1Y | +21.4% | +25.0% | -3.6% | +10.5% |
| 3Y | +43.2% | +226.1% | -182.9% | -10.1% |
| 5Y | +28.0% | +101.1% | -73.1% | -13.0% |
| All | +164.2% | +1,102.8% | -938.7% | -20.1% |
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 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