+10.8%
EW vs SPXL
+38.9%
-28.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -3.4% | -6.0% | +2.6% | -2.2% |
| 30D | -7.4% | -5.8% | -1.6% | -6.3% |
| 3M | +0.9% | +10.9% | -9.9% | -1.7% |
| 6M | +1.2% | +31.9% | -30.8% | -5.5% |
| YTD | +1.8% | +25.8% | -24.0% | -4.1% |
| 1Y | +10.8% | +39.8% | -28.9% | +6.9% |
| All | +10.8% | +38.9% | -28.1% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling