+513.6%
EWT vs SPXL
+1,271.9%
-758.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | +4.5% | -4.2% | +8.7% | +5.7% |
| 3M | +8.3% | +8.1% | +0.2% | +6.0% |
| 6M | +54.2% | +35.6% | +18.6% | +41.8% |
| YTD | +74.6% | +28.8% | +45.8% | +62.6% |
| 1Y | +84.9% | +39.8% | +45.1% | +68.2% |
| 3Y | +197.5% | +221.4% | -23.8% | +109.8% |
| 5Y | +150.6% | +146.9% | +3.7% | +77.1% |
| All | +513.6% | +1,271.9% | -758.2% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling