+55.0%
XOP vs SPXL
+1,271.9%
-1,216.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | +2.6% | -2.5% | +5.2% | +3.6% |
| 30D | +9.6% | -4.2% | +13.8% | +11.3% |
| 3M | +20.4% | +8.1% | +12.3% | +15.2% |
| 6M | +19.9% | +35.6% | -15.7% | +2.3% |
| YTD | +56.4% | +28.8% | +27.6% | +35.5% |
| 1Y | +52.4% | +39.8% | +12.6% | +26.6% |
| 3Y | +39.9% | +221.4% | -181.5% | -24.6% |
| 5Y | +163.7% | +146.9% | +16.8% | +42.8% |
| All | +55.0% | +1,271.9% | -1,216.9% | -69.2% |
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