+159.8%
XLB vs SPXL
+1,271.9%
-1,112.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.4% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | -3.1% | -4.2% | +1.1% | -1.8% |
| 3M | -0.2% | +8.1% | -8.3% | -3.1% |
| 6M | +3.1% | +35.6% | -32.5% | -7.6% |
| YTD | +13.3% | +28.8% | -15.5% | +2.9% |
| 1Y | +12.0% | +39.8% | -27.8% | -1.4% |
| 3Y | +31.4% | +221.4% | -190.0% | -16.8% |
| 5Y | +33.9% | +146.9% | -113.0% | -14.7% |
| All | +159.8% | +1,271.9% | -1,112.0% | -23.4% |
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