-27.0%
ETHA vs SPXL
+88.1%
-115.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +1.5% |
| 7D | +3.5% | -2.5% | +6.0% | +5.4% |
| 30D | +35.3% | -4.2% | +39.5% | +39.3% |
| 3M | +50.9% | +8.1% | +42.8% | +41.1% |
| 6M | +22.1% | +35.6% | -13.5% | -3.7% |
| YTD | -14.6% | +28.8% | -43.4% | -29.5% |
| 1Y | -42.8% | +39.8% | -82.6% | -55.1% |
| All | -27.0% | +88.1% | -115.0% | -53.0% |
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