+37.6%
XLC vs SPXL
+137.2%
-99.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -0.9% | -5.0% | +4.1% | +0.8% |
| 3M | -0.3% | +7.6% | -7.9% | -3.3% |
| 6M | -5.2% | +33.6% | -38.8% | -15.3% |
| YTD | -5.3% | +28.1% | -33.4% | -14.5% |
| 1Y | -2.8% | +43.6% | -46.4% | -16.3% |
| 3Y | +71.2% | +225.8% | -154.6% | +2.5% |
| 5Y | +37.6% | +140.1% | -102.5% | -15.1% |
| All | +37.6% | +137.2% | -99.6% | -15.1% |
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 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