+44.0%
XLP vs SPXL
+99.3%
-55.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +2.5% | +7.4% | -4.9% | +1.6% |
| 30D | +7.3% | -7.8% | +15.1% | +8.1% |
| 3M | +8.1% | -11.9% | +20.0% | +9.4% |
| 6M | +10.5% | -1.7% | +12.2% | +9.9% |
| YTD | +21.2% | +20.8% | +0.4% | +16.8% |
| 1Y | +22.7% | +25.0% | -2.3% | +17.6% |
| 3Y | +44.8% | +226.1% | -181.3% | +14.9% |
| All | +44.0% | +99.3% | -55.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling