+68.7%
XLC vs SPXL
+220.2%
-151.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -0.9% | -5.0% | +4.1% | +0.6% |
| 3M | -0.3% | +7.6% | -7.9% | -2.9% |
| 6M | -5.2% | +33.6% | -38.8% | -14.1% |
| YTD | -5.3% | +28.1% | -33.4% | -13.3% |
| 1Y | -2.8% | +43.6% | -46.4% | -14.7% |
| All | +68.7% | +220.2% | -151.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling