+230.5%
SPXL vs ED
+35.1%
+195.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.4% |
| 7D | +1.5% | +0.5% | +0.9% | +1.6% |
| 30D | -3.7% | +1.1% | -4.8% | -3.3% |
| 3M | +8.1% | +4.6% | +3.5% | +9.6% |
| 6M | +39.0% | -2.0% | +41.0% | +39.1% |
| YTD | +29.9% | +11.7% | +18.2% | +33.3% |
| 1Y | +46.6% | +15.7% | +30.9% | +51.1% |
| 3Y | +230.5% | +34.4% | +196.2% | +213.4% |
| All | +230.5% | +35.1% | +195.4% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling