+1,199.1%
SPXL vs EFX
+42.6%
+1,156.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +1.9% |
| 7D | -2.5% | -4.5% | +2.0% | +1.6% |
| 30D | -4.2% | -6.1% | +1.9% | +0.5% |
| 3M | +8.1% | +6.2% | +1.9% | -2.1% |
| 6M | +35.6% | -11.2% | +46.8% | +42.3% |
| YTD | +28.8% | -21.4% | +50.2% | +47.7% |
| 1Y | +39.8% | -34.3% | +74.1% | +89.5% |
| 3Y | +221.4% | -12.5% | +233.9% | +202.8% |
| 5Y | +146.9% | -35.6% | +182.5% | +232.2% |
| All | +1,199.1% | +42.6% | +1,156.5% | +746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling