+101.0%
SPXL vs EIX
+18.4%
+82.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +7.4% | +1.4% | +6.1% | +6.6% |
| 30D | -7.8% | +8.5% | -16.4% | -12.0% |
| 3M | -11.9% | -13.5% | +1.5% | -7.5% |
| 6M | -1.7% | -12.4% | +10.6% | +0.4% |
| YTD | +20.8% | +5.9% | +14.9% | +4.7% |
| 1Y | +25.0% | +7.6% | +17.4% | +6.6% |
| 3Y | +226.1% | +12.8% | +213.4% | +134.2% |
| All | +101.0% | +18.4% | +82.6% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling