+8,771.7%
SPXL vs EIX
+212.1%
+8,559.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.0% |
| 7D | +0.1% | -19.1% | +19.1% | +15.7% |
| 30D | -0.9% | -16.9% | +16.0% | +10.2% |
| 3M | +2.0% | -20.0% | +22.0% | +15.6% |
| 6M | +33.5% | -21.3% | +54.8% | +52.5% |
| YTD | +32.2% | -1.7% | +33.9% | +16.8% |
| 1Y | +48.9% | +9.6% | +39.3% | +14.9% |
| 3Y | +222.9% | -3.7% | +226.5% | +161.5% |
| 5Y | +140.7% | +22.6% | +118.1% | +48.5% |
| 10Y | +1,192.7% | +17.7% | +1,175.0% | +653.8% |
| All | +8,771.7% | +212.1% | +8,559.6% | +804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling