+344.9%
XLE vs SPXL
+7,736.1%
-7,391.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +11.8% | -0.9% | +12.7% | +11.9% |
| 3M | +9.8% | +2.0% | +7.8% | +7.6% |
| 6M | +15.6% | +33.5% | -17.9% | +1.0% |
| YTD | +45.3% | +32.2% | +13.1% | +26.9% |
| 1Y | +48.3% | +48.9% | -0.6% | +22.9% |
| 3Y | +55.4% | +222.9% | -167.4% | -11.0% |
| 5Y | +216.1% | +140.7% | +75.4% | +80.1% |
| 10Y | +178.4% | +1,192.7% | -1,014.3% | -34.5% |
| All | +344.9% | +7,736.1% | -7,391.1% | -64.1% |
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