+28.3%
XLP vs SPXL
+223.9%
-195.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | -0.9% | 0.0% | -0.8% |
| 3M | +3.8% | +2.0% | +1.8% | +3.5% |
| 6M | -1.7% | +33.5% | -35.3% | -4.4% |
| YTD | +10.3% | +32.2% | -21.9% | +7.2% |
| 1Y | +7.8% | +48.9% | -41.1% | +3.3% |
| All | +28.3% | +223.9% | -195.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling