+566.1%
XYZ vs SPXL
+1,117.7%
-551.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.4% |
| 7D | -2.1% | +9.6% | -11.7% | -7.8% |
| 30D | +7.0% | -9.8% | +16.8% | +13.5% |
| 3M | +5.1% | -9.1% | +14.1% | +10.9% |
| 6M | +14.1% | +1.1% | +12.9% | +11.2% |
| YTD | +26.4% | +22.3% | +4.1% | +8.4% |
| 1Y | +25.1% | +20.3% | +4.8% | +8.1% |
| 3Y | +59.7% | +229.0% | -169.3% | -32.6% |
| 5Y | -63.8% | +103.6% | -167.4% | -79.4% |
| All | +566.1% | +1,117.7% | -551.7% | +4.6% |
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 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