+219.6%
SPXL vs EAT
+587.9%
-368.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | -1.3% | -6.8% | +5.5% | +1.0% |
| 30D | -5.0% | -5.4% | +0.4% | -3.8% |
| 3M | +7.6% | +42.8% | -35.2% | -6.2% |
| 6M | +33.6% | +56.5% | -22.9% | +11.2% |
| YTD | +28.1% | +50.0% | -21.9% | +7.7% |
| 1Y | +43.6% | +38.3% | +5.4% | +23.7% |
| All | +219.6% | +587.9% | -368.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling