+123.0%
XRT vs SPXL
+1,271.9%
-1,148.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | -4.5% | -4.2% | -0.3% | -3.1% |
| 3M | -3.1% | +8.1% | -11.2% | -6.3% |
| 6M | +4.2% | +35.6% | -31.4% | -7.7% |
| YTD | -0.1% | +28.8% | -28.9% | -10.2% |
| 1Y | -3.0% | +39.8% | -42.9% | -15.7% |
| 3Y | +41.8% | +221.4% | -179.6% | -13.4% |
| 5Y | -1.3% | +146.9% | -148.2% | -38.0% |
| All | +123.0% | +1,271.9% | -1,148.9% | -35.9% |
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