+965.3%
XRT vs SPXL
+7,736.1%
-6,770.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | -4.2% | -0.9% | -3.3% | -4.0% |
| 3M | +5.1% | +2.0% | +3.1% | +3.5% |
| 6M | +2.4% | +33.5% | -31.1% | -9.0% |
| YTD | +3.2% | +32.2% | -29.0% | -8.2% |
| 1Y | +1.5% | +48.9% | -47.4% | -13.8% |
| 3Y | +40.6% | +222.9% | -182.3% | -14.6% |
| 5Y | -1.0% | +140.7% | -141.7% | -37.3% |
| 10Y | +128.4% | +1,192.7% | -1,064.2% | -35.2% |
| All | +965.3% | +7,736.1% | -6,770.8% | +10.6% |
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