-35.6%
ELAN vs SPXL
+447.0%
-482.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | +0.5% |
| 7D | -5.4% | -2.5% | -2.9% | -4.5% |
| 30D | +4.7% | -4.2% | +8.9% | +6.3% |
| 3M | -3.7% | +8.1% | -11.8% | -7.0% |
| 6M | -1.2% | +35.6% | -36.8% | -12.1% |
| YTD | +2.4% | +28.8% | -26.4% | -7.4% |
| 1Y | +23.4% | +39.8% | -16.5% | +7.9% |
| 3Y | +96.7% | +221.4% | -124.7% | +23.3% |
| 5Y | -30.6% | +146.9% | -177.5% | -55.7% |
| All | -35.6% | +447.0% | -482.6% | -73.0% |
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 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