+533.2%
XYZ vs SPXL
+1,353.5%
-820.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -1.7% | -0.9% | -0.8% | -1.0% |
| 3M | +16.7% | +2.0% | +14.7% | +14.3% |
| 6M | +26.9% | +33.5% | -6.7% | +4.2% |
| YTD | +27.1% | +32.2% | -5.0% | +5.3% |
| 1Y | +9.3% | +48.9% | -39.6% | -16.5% |
| 3Y | +42.3% | +222.9% | -180.6% | -36.8% |
| 5Y | -69.3% | +140.7% | -210.0% | -83.7% |
| 10Y | +586.8% | +1,192.7% | -605.8% | +35.1% |
| All | +533.2% | +1,353.5% | -820.3% | +11.2% |
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