+8,771.7%
SPXL vs ECL
+790.8%
+7,980.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +0.1% | -2.6% | +2.7% | +4.3% |
| 30D | -0.9% | -2.2% | +1.3% | +2.1% |
| 3M | +2.0% | +10.1% | -8.1% | -14.5% |
| 6M | +33.5% | -5.7% | +39.3% | +41.6% |
| YTD | +32.2% | +7.0% | +25.2% | +13.6% |
| 1Y | +48.9% | +2.7% | +46.2% | +34.2% |
| 3Y | +222.9% | +57.7% | +165.1% | +40.8% |
| 5Y | +140.7% | +31.1% | +109.6% | +50.1% |
| 10Y | +1,192.7% | +150.9% | +1,041.8% | +204.5% |
| All | +8,771.7% | +790.8% | +7,980.8% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling