+17.1%
EW vs SPXL
+231.8%
-214.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.2% |
| 7D | -4.4% | +1.5% | -5.9% | -4.7% |
| 30D | -3.3% | -3.7% | +0.3% | -2.6% |
| 3M | +1.0% | +8.1% | -7.1% | -1.2% |
| 6M | +6.2% | +39.0% | -32.8% | -2.2% |
| YTD | +1.7% | +29.9% | -28.2% | -5.1% |
| 1Y | +8.1% | +46.6% | -38.5% | -2.2% |
| 3Y | +17.1% | +230.5% | -213.4% | -24.2% |
| All | +17.1% | +231.8% | -214.7% | -24.2% |
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 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