+140.1%
SPXL vs EIX
+24.3%
+115.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +0.4% |
| 7D | -1.3% | +4.1% | -5.4% | -3.7% |
| 30D | -5.0% | -15.3% | +10.3% | +0.4% |
| 3M | +7.6% | -18.4% | +26.0% | +15.3% |
| 6M | +33.6% | -16.8% | +50.4% | +40.1% |
| YTD | +28.1% | -0.6% | +28.7% | +15.4% |
| 1Y | +43.6% | +10.7% | +33.0% | +17.4% |
| 3Y | +225.8% | -4.5% | +230.3% | +177.4% |
| 5Y | +140.1% | +24.0% | +116.0% | +61.7% |
| All | +140.1% | +24.3% | +115.8% | +61.7% |
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