+8,010.4%
SPXL vs ED
+459.1%
+7,551.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.7% |
| 7D | +7.4% | +2.1% | +5.4% | +5.1% |
| 30D | -7.8% | +10.4% | -18.2% | -17.9% |
| 3M | -11.9% | +12.5% | -24.5% | -23.4% |
| 6M | -1.7% | +14.9% | -16.6% | -18.1% |
| YTD | +20.8% | +24.8% | -4.0% | -10.3% |
| 1Y | +25.0% | +23.8% | +1.2% | -7.1% |
| 3Y | +226.1% | +51.6% | +174.5% | +68.4% |
| 5Y | +101.1% | +86.4% | +14.7% | -21.2% |
| 10Y | +1,112.6% | +145.4% | +967.1% | +189.9% |
| All | +8,010.4% | +459.1% | +7,551.3% | +153.2% |
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