+145.2%
SPXL vs EFV
+95.9%
+49.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | 0.0% |
| 7D | -2.5% | -0.8% | -1.7% | -0.7% |
| 30D | -4.2% | +0.6% | -4.9% | -5.5% |
| 3M | +8.1% | +7.5% | +0.6% | -8.1% |
| 6M | +35.6% | +13.0% | +22.6% | +3.5% |
| YTD | +28.8% | +18.3% | +10.5% | -12.2% |
| 1Y | +39.8% | +26.7% | +13.1% | -18.5% |
| 3Y | +221.4% | +89.6% | +131.8% | -25.4% |
| All | +145.2% | +95.9% | +49.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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