+141.3%
XLC vs SPXL
+538.2%
-396.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -1.7% | -6.0% | +4.3% | +0.4% |
| 30D | +0.2% | -5.8% | +6.0% | +2.1% |
| 3M | +0.7% | +10.9% | -10.2% | -3.2% |
| 6M | -4.5% | +31.9% | -36.4% | -14.0% |
| YTD | -4.7% | +25.8% | -30.5% | -13.2% |
| 1Y | -1.5% | +39.8% | -41.3% | -13.8% |
| 3Y | +72.2% | +219.9% | -147.6% | +7.8% |
| 5Y | +39.3% | +141.1% | -101.8% | -10.6% |
| All | +141.3% | +538.2% | -396.8% | -3.1% |
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