+219.6%
SPXL vs EIX
-4.8%
+224.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | -1.3% | +4.1% | -5.4% | -2.6% |
| 30D | -5.0% | -15.3% | +10.3% | -1.8% |
| 3M | +7.6% | -18.4% | +26.0% | +12.1% |
| 6M | +33.6% | -16.8% | +50.4% | +37.4% |
| YTD | +28.1% | -0.6% | +28.7% | +19.6% |
| 1Y | +43.6% | +10.7% | +33.0% | +25.9% |
| All | +219.6% | -4.8% | +224.4% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling