+1.8%
SPXL vs ED
+13.3%
-11.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.8% |
| 7D | -3.8% | -0.9% | -2.8% | -4.2% |
| 30D | -8.8% | +11.2% | -20.0% | -1.7% |
| 3M | -7.4% | +11.8% | -19.2% | 0.0% |
| 6M | +1.8% | +14.1% | -12.3% | +12.4% |
| All | +1.8% | +13.3% | -11.5% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling