+1,168.3%
SPXL vs EIX
+21.5%
+1,146.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.9% |
| 7D | -6.0% | +0.8% | -6.8% | -6.8% |
| 30D | -5.8% | -18.8% | +13.0% | +4.5% |
| 3M | +10.9% | -19.7% | +30.5% | +22.5% |
| 6M | +31.9% | -18.2% | +50.1% | +42.3% |
| YTD | +25.8% | -1.7% | +27.5% | +14.5% |
| 1Y | +39.8% | +7.8% | +32.0% | +16.2% |
| 3Y | +219.9% | -5.6% | +225.5% | +181.2% |
| 5Y | +141.1% | +23.7% | +117.4% | +68.9% |
| All | +1,168.3% | +21.5% | +1,146.8% | +791.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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