+255.6%
XOM vs SPXL
+136.1%
+119.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +1.9% | -6.0% | +7.9% | +2.7% |
| 30D | +4.1% | -5.8% | +9.8% | +4.8% |
| 3M | +10.4% | +10.9% | -0.4% | +8.3% |
| 6M | +13.0% | +31.9% | -18.9% | +7.2% |
| YTD | +40.1% | +25.8% | +14.3% | +33.6% |
| 1Y | +51.1% | +39.8% | +11.4% | +41.0% |
| 3Y | +57.7% | +219.9% | -162.1% | +21.9% |
| All | +255.6% | +136.1% | +119.5% | +169.3% |
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