+149.4%
EWT vs SPXL
+141.8%
+7.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.0% |
| 7D | -1.1% | -2.5% | +1.4% | -0.3% |
| 30D | +4.5% | -4.2% | +8.7% | +5.9% |
| 3M | +8.3% | +8.1% | +0.2% | +5.6% |
| 6M | +54.2% | +35.6% | +18.6% | +40.5% |
| YTD | +74.6% | +28.8% | +45.8% | +61.3% |
| 1Y | +84.9% | +39.8% | +45.1% | +66.4% |
| 3Y | +197.5% | +221.4% | -23.8% | +105.4% |
| All | +149.4% | +141.8% | +7.6% | +71.5% |
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