+8,623.5%
SPXL vs EFX
+669.3%
+7,954.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | +2.0% |
| 7D | +1.5% | -7.8% | +9.3% | +11.2% |
| 30D | -3.7% | -5.7% | +2.0% | +1.9% |
| 3M | +8.1% | +2.5% | +5.6% | -1.8% |
| 6M | +39.0% | -16.7% | +55.7% | +57.5% |
| YTD | +29.9% | -20.2% | +50.1% | +48.6% |
| 1Y | +46.6% | -31.4% | +78.0% | +98.1% |
| 3Y | +230.5% | -10.5% | +241.0% | +180.2% |
| 5Y | +140.2% | -35.2% | +175.4% | +222.1% |
| 10Y | +1,168.8% | +40.2% | +1,128.6% | +387.2% |
| All | +8,623.5% | +669.3% | +7,954.2% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling