+135.9%
XLU vs SPXL
+1,271.9%
-1,136.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | -3.3% | -4.2% | +0.9% | -2.5% |
| 3M | -3.2% | +8.1% | -11.3% | -5.0% |
| 6M | -7.0% | +35.6% | -42.6% | -13.4% |
| YTD | +0.6% | +28.8% | -28.2% | -5.6% |
| 1Y | +2.4% | +39.8% | -37.4% | -5.8% |
| 3Y | +46.3% | +221.4% | -175.1% | +7.7% |
| 5Y | +44.0% | +146.9% | -103.0% | +5.1% |
| All | +135.9% | +1,271.9% | -1,136.0% | +5.4% |
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 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