-8.8%
EW vs SPXL
+108.5%
-117.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +0.7% |
| 7D | +6.5% | -3.8% | +10.2% | +7.2% |
| 30D | +22.5% | -8.8% | +31.3% | +25.0% |
| 3M | +13.0% | -7.4% | +20.4% | +14.6% |
| 6M | +37.1% | +1.8% | +35.3% | +34.5% |
| YTD | +24.1% | +23.6% | +0.5% | +14.5% |
| 1Y | +24.2% | +21.7% | +2.5% | +14.9% |
| 3Y | +64.8% | +232.4% | -167.6% | +4.5% |
| All | -8.8% | +108.5% | -117.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling