+442.4%
XLU vs SPXL
+7,356.5%
-6,914.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.6% |
| 7D | -1.2% | -6.0% | +4.8% | 0.0% |
| 30D | -2.5% | -5.8% | +3.2% | -1.4% |
| 3M | -2.7% | +10.9% | -13.6% | -5.1% |
| 6M | -7.5% | +31.9% | -39.4% | -13.3% |
| YTD | +0.9% | +25.8% | -24.8% | -4.8% |
| 1Y | +3.3% | +39.8% | -36.5% | -5.0% |
| 3Y | +47.3% | +219.9% | -172.5% | +9.5% |
| 5Y | +44.4% | +141.1% | -96.7% | +7.0% |
| 10Y | +140.8% | +1,223.7% | -1,082.9% | +9.7% |
| All | +442.4% | +7,356.5% | -6,914.1% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling