+42.8%
EQIX vs SPXL
+221.9%
-179.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | +0.8% |
| 7D | +0.2% | -2.5% | +2.7% | +0.8% |
| 30D | -2.5% | -4.2% | +1.8% | -1.5% |
| 3M | 0.0% | +8.1% | -8.2% | -2.3% |
| 6M | +7.6% | +35.6% | -28.0% | -1.3% |
| YTD | +37.5% | +28.8% | +8.7% | +27.3% |
| 1Y | +32.9% | +39.8% | -6.9% | +19.7% |
| 3Y | +42.8% | +221.4% | -178.6% | -6.9% |
| All | +42.8% | +221.9% | -179.2% | -6.9% |
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 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