+244.0%
EQIX vs SPXL
+1,271.9%
-1,027.9%
-41.8%
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% | +0.7% |
| 7D | +0.2% | -2.5% | +2.7% | +0.9% |
| 30D | -2.5% | -4.2% | +1.8% | -1.4% |
| 3M | 0.0% | +8.1% | -8.2% | -2.6% |
| 6M | +7.6% | +35.6% | -28.0% | -2.1% |
| YTD | +37.5% | +28.8% | +8.7% | +26.5% |
| 1Y | +32.9% | +39.8% | -6.9% | +18.9% |
| 3Y | +42.8% | +221.4% | -178.6% | -3.5% |
| 5Y | +35.8% | +146.9% | -111.1% | -7.6% |
| All | +244.0% | +1,271.9% | -1,027.9% | +21.2% |
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 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