+192.9%
XOM vs SPXL
+1,271.9%
-1,079.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.2% |
| 7D | +4.1% | -2.5% | +6.6% | +4.7% |
| 30D | +4.6% | -4.2% | +8.8% | +5.6% |
| 3M | +14.0% | +8.1% | +5.9% | +10.8% |
| 6M | +11.0% | +35.6% | -24.6% | +0.3% |
| YTD | +40.7% | +28.8% | +11.9% | +28.5% |
| 1Y | +52.3% | +39.8% | +12.5% | +35.2% |
| 3Y | +60.5% | +221.4% | -160.9% | +5.3% |
| 5Y | +266.4% | +146.9% | +119.5% | +137.4% |
| All | +192.9% | +1,271.9% | -1,079.0% | -5.7% |
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