+1,307.2%
EWT vs SPXL
+7,495.8%
-6,188.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +9.4% | -5.0% | +14.4% | +11.1% |
| 3M | +10.9% | +7.6% | +3.3% | +8.5% |
| 6M | +57.9% | +33.6% | +24.3% | +44.8% |
| YTD | +75.9% | +28.1% | +47.8% | +63.1% |
| 1Y | +89.7% | +43.6% | +46.1% | +69.6% |
| 3Y | +200.9% | +225.8% | -25.0% | +102.2% |
| 5Y | +154.5% | +140.1% | +14.4% | +73.0% |
| 10Y | +520.8% | +1,248.4% | -727.6% | +100.1% |
| All | +1,307.2% | +7,495.8% | -6,188.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling