+334.7%
XLE vs SPXL
+6,954.2%
-6,619.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.8% |
| 7D | -6.7% | -2.9% | -3.8% | -6.3% |
| 30D | -4.4% | -12.4% | +8.0% | -0.6% |
| 3M | +4.0% | -11.8% | +15.8% | +7.4% |
| 6M | +13.2% | -1.4% | +14.6% | +10.8% |
| YTD | +41.9% | +19.0% | +22.9% | +27.3% |
| 1Y | +41.6% | +18.0% | +23.7% | +27.0% |
| 3Y | +64.0% | +220.0% | -156.0% | -6.4% |
| 5Y | +158.1% | +102.6% | +55.5% | +55.9% |
| 10Y | +163.9% | +1,087.3% | -923.3% | -36.5% |
| All | +334.7% | +6,954.2% | -6,619.5% | -64.0% |
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