-1.7%
XRT vs SPXL
+108.4%
-110.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.5% |
| 7D | -1.4% | -3.8% | +2.3% | -0.4% |
| 30D | +9.8% | -8.8% | +18.6% | +12.9% |
| 3M | +3.3% | -7.4% | +10.7% | +5.4% |
| 6M | +13.6% | +1.8% | +11.8% | +10.9% |
| YTD | +9.1% | +23.6% | -14.5% | -2.1% |
| 1Y | +15.1% | +21.7% | -6.7% | +3.6% |
| 3Y | +59.9% | +232.4% | -172.5% | -10.2% |
| 5Y | -1.7% | +110.4% | -112.1% | -38.4% |
| All | -1.7% | +108.4% | -110.2% | -38.4% |
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