+1,168.3%
SPXL vs EAT
+379.9%
+788.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.0% | -6.2% | +0.2% | -3.3% |
| 30D | -5.8% | -3.0% | -2.8% | -5.2% |
| 3M | +10.9% | +45.6% | -34.8% | -7.9% |
| 6M | +31.9% | +53.5% | -21.6% | +5.1% |
| YTD | +25.8% | +49.6% | -23.8% | +0.6% |
| 1Y | +39.8% | +38.9% | +0.9% | +13.6% |
| 3Y | +219.9% | +589.7% | -369.8% | +16.5% |
| 5Y | +141.1% | +318.7% | -177.6% | +5.5% |
| All | +1,168.3% | +379.9% | +788.4% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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