+8,196.4%
SPXL vs ED
+450.8%
+7,745.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | -3.8% | -0.9% | -2.8% | -3.1% |
| 30D | -8.8% | +11.2% | -20.0% | -19.4% |
| 3M | -7.4% | +11.8% | -19.2% | -18.9% |
| 6M | +1.8% | +14.1% | -12.3% | -14.5% |
| YTD | +23.6% | +23.0% | +0.6% | -6.8% |
| 1Y | +21.7% | +23.7% | -1.9% | -9.5% |
| 3Y | +232.4% | +47.7% | +184.7% | +77.0% |
| 5Y | +110.4% | +82.6% | +27.8% | -15.6% |
| 10Y | +1,140.4% | +141.8% | +998.6% | +201.4% |
| All | +8,196.4% | +450.8% | +7,745.6% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling