+141.1%
SPXL vs EFX
-37.1%
+178.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | -11.1% | +5.1% | +3.1% |
| 30D | -5.8% | -7.4% | +1.6% | -0.5% |
| 3M | +10.9% | +1.5% | +9.4% | +5.1% |
| 6M | +31.9% | -13.7% | +45.6% | +42.0% |
| YTD | +25.8% | -21.9% | +47.6% | +44.6% |
| 1Y | +39.8% | -30.8% | +70.5% | +78.0% |
| 3Y | +219.9% | -12.4% | +232.2% | +191.8% |
| 5Y | +141.1% | -35.9% | +177.0% | +221.2% |
| All | +141.1% | -37.1% | +178.2% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling