+35.0%
XLB vs SPXL
+137.2%
-102.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.6% |
| 7D | -2.9% | -1.3% | -1.7% | -2.6% |
| 30D | -3.4% | -5.0% | +1.6% | -2.0% |
| 3M | +1.6% | +7.6% | -6.0% | -1.0% |
| 6M | +3.6% | +33.6% | -30.0% | -5.8% |
| YTD | +14.2% | +28.1% | -13.9% | +4.9% |
| 1Y | +15.6% | +43.6% | -28.1% | +2.1% |
| 3Y | +33.1% | +225.8% | -192.7% | -12.9% |
| 5Y | +35.0% | +140.1% | -105.0% | -11.7% |
| All | +35.0% | +137.2% | -102.1% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling