+233.6%
SPXL vs ECL
+79.0%
+154.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.3% |
| 7D | -3.8% | -2.3% | -1.5% | -1.4% |
| 30D | -8.8% | +8.3% | -17.1% | -14.7% |
| 3M | -7.4% | +8.4% | -15.9% | -13.8% |
| 6M | +1.8% | +23.3% | -21.5% | -17.1% |
| YTD | +23.6% | +18.2% | +5.4% | +4.2% |
| 1Y | +21.7% | +18.8% | +3.0% | +1.9% |
| All | +233.6% | +79.0% | +154.6% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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