+128.8%
XLP vs SPXL
+1,179.5%
-1,050.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -0.3% |
| 7D | +0.1% | -0.9% | +0.9% | 0.0% |
| 30D | +8.9% | -11.4% | +20.3% | +10.9% |
| 3M | +7.5% | -10.8% | +18.3% | +9.2% |
| 6M | +9.4% | -0.3% | +9.7% | +8.3% |
| YTD | +19.3% | +20.3% | -1.1% | +13.3% |
| 1Y | +21.7% | +24.7% | -3.0% | +14.7% |
| 3Y | +44.0% | +238.6% | -194.6% | +6.3% |
| 5Y | +42.8% | +100.0% | -57.2% | +10.8% |
| 10Y | +128.8% | +1,108.4% | -979.7% | +2.3% |
| All | +128.8% | +1,179.5% | -1,050.7% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling