+64.8%
EFA vs SPXL
+221.9%
-157.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -1.7% | -4.2% | +2.6% | -0.6% |
| 3M | +3.5% | +8.1% | -4.6% | +1.1% |
| 6M | +9.5% | +35.6% | -26.1% | +0.5% |
| YTD | +12.9% | +28.8% | -15.9% | +4.8% |
| 1Y | +18.2% | +39.8% | -21.6% | +7.2% |
| 3Y | +64.8% | +221.4% | -156.5% | +14.0% |
| All | +64.8% | +221.9% | -157.1% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling