+140.1%
SPXL vs ED
+66.4%
+73.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -5.0% | +1.9% | -6.9% | -5.6% |
| 3M | +7.6% | +1.9% | +5.7% | +6.4% |
| 6M | +33.6% | -2.3% | +35.9% | +33.8% |
| YTD | +28.1% | +10.9% | +17.2% | +20.5% |
| 1Y | +43.6% | +14.5% | +29.1% | +31.9% |
| 3Y | +225.8% | +33.4% | +192.4% | +144.7% |
| 5Y | +140.1% | +67.3% | +72.8% | +71.3% |
| All | +140.1% | +66.4% | +73.7% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling