-63.9%
XYZ vs SPXL
+84.1%
-148.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | +12.1% | -8.7% | +20.9% | +19.5% |
| 30D | +12.4% | -16.9% | +29.3% | +28.1% |
| 3M | +8.2% | -15.2% | +23.4% | +21.3% |
| 6M | +20.7% | -5.5% | +26.2% | +23.1% |
| YTD | +31.3% | +12.4% | +18.9% | +16.2% |
| 1Y | +20.5% | +16.9% | +3.6% | +2.9% |
| 3Y | +72.6% | +211.8% | -139.2% | -41.0% |
| All | -63.9% | +84.1% | -148.0% | -81.9% |
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 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