+327.0%
XOM vs SPXL
+7,495.8%
-7,168.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | +3.4% | -5.0% | +8.4% | +4.7% |
| 3M | +11.0% | +7.6% | +3.4% | +7.7% |
| 6M | +10.6% | +33.6% | -23.0% | -0.3% |
| YTD | +39.2% | +28.1% | +11.1% | +26.5% |
| 1Y | +52.7% | +43.6% | +9.1% | +33.5% |
| 3Y | +56.8% | +225.8% | -169.1% | +1.1% |
| 5Y | +261.8% | +140.1% | +121.7% | +133.2% |
| 10Y | +191.3% | +1,248.4% | -1,057.1% | -5.3% |
| All | +327.0% | +7,495.8% | -7,168.8% | -35.6% |
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