+8,010.4%
SPXL vs EAT
+2,820.1%
+5,190.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +7.4% | -4.0% | +11.4% | +9.6% |
| 30D | -7.8% | -2.9% | -4.9% | -7.0% |
| 3M | -11.9% | -16.9% | +4.9% | -4.8% |
| 6M | -1.7% | +57.0% | -58.7% | -25.6% |
| YTD | +20.8% | +38.2% | -17.4% | -4.9% |
| 1Y | +25.0% | +69.3% | -44.3% | -12.5% |
| 3Y | +226.1% | +483.0% | -256.8% | +6.4% |
| 5Y | +101.1% | +364.1% | -263.0% | -29.2% |
| 10Y | +1,112.6% | +320.8% | +791.8% | +247.8% |
| All | +8,010.4% | +2,820.1% | +5,190.2% | +554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling