+495.5%
XLB vs SPXL
+7,063.6%
-6,568.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.5% | +7.4% | -6.9% | -2.0% |
| 30D | +5.2% | -7.8% | +13.0% | +7.5% |
| 3M | +0.3% | -11.9% | +12.2% | +4.0% |
| 6M | +1.2% | -1.7% | +2.9% | +0.2% |
| YTD | +16.6% | +20.8% | -4.2% | +6.5% |
| 1Y | +21.4% | +25.0% | -3.6% | +9.4% |
| 3Y | +43.2% | +226.1% | -182.9% | -14.1% |
| 5Y | +28.0% | +101.1% | -73.1% | -16.6% |
| 10Y | +164.8% | +1,112.6% | -947.8% | -29.2% |
| All | +495.5% | +7,063.6% | -6,568.1% | -43.1% |
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