+8,623.5%
SPXL vs EFV
+289.4%
+8,334.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.2% |
| 7D | +1.5% | +1.0% | +0.5% | -0.7% |
| 30D | -3.7% | +0.2% | -3.8% | -4.0% |
| 3M | +8.1% | +9.6% | -1.5% | -11.4% |
| 6M | +39.0% | +14.0% | +25.0% | +5.2% |
| YTD | +29.9% | +18.5% | +11.5% | -10.0% |
| 1Y | +46.6% | +27.9% | +18.7% | -13.8% |
| 3Y | +230.5% | +92.4% | +138.1% | -17.3% |
| 5Y | +140.2% | +97.2% | +43.0% | -35.7% |
| 10Y | +1,168.8% | +163.0% | +1,005.7% | +165.1% |
| All | +8,623.5% | +289.4% | +8,334.1% | +1,083.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling