+1,199.1%
SPXL vs ED
+108.5%
+1,090.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -2.5% | -0.8% | -1.8% | -2.0% |
| 30D | -4.2% | -0.4% | -3.8% | -4.0% |
| 3M | +8.1% | +0.5% | +7.6% | +6.7% |
| 6M | +35.6% | -3.1% | +38.7% | +36.4% |
| YTD | +28.8% | +9.8% | +19.0% | +15.7% |
| 1Y | +39.8% | +12.6% | +27.2% | +21.5% |
| 3Y | +221.4% | +31.4% | +190.0% | +122.5% |
| 5Y | +146.9% | +69.4% | +77.5% | +32.9% |
| All | +1,199.1% | +108.5% | +1,090.6% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling