+145.2%
SPXL vs EAT
+313.1%
-167.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.9% |
| 7D | -2.5% | -7.7% | +5.2% | +1.0% |
| 30D | -4.2% | -13.6% | +9.4% | +1.9% |
| 3M | +8.1% | +33.9% | -25.8% | -7.4% |
| 6M | +35.6% | +47.2% | -11.6% | +8.9% |
| YTD | +28.8% | +48.1% | -19.3% | +2.1% |
| 1Y | +39.8% | +33.7% | +6.1% | +14.8% |
| 3Y | +221.4% | +595.8% | -374.4% | -2.3% |
| All | +145.2% | +313.1% | -167.8% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling