+9.1%
XLF vs SPXL
+52.0%
-42.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.2% | -0.9% | +1.0% | +0.3% |
| 3M | +11.7% | +2.0% | +9.7% | +11.0% |
| 6M | +13.8% | +33.5% | -19.7% | +5.0% |
| YTD | +7.0% | +32.2% | -25.2% | -1.0% |
| 1Y | +9.1% | +48.9% | -39.7% | -3.3% |
| All | +9.1% | +52.0% | -42.8% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling