+8,010.4%
SPXL vs EIX
+236.3%
+7,774.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | +7.4% | +1.4% | +6.1% | +6.1% |
| 30D | -7.8% | +8.5% | -16.4% | -14.9% |
| 3M | -11.9% | -13.5% | +1.5% | -6.2% |
| 6M | -1.7% | -12.4% | +10.6% | +0.6% |
| YTD | +20.8% | +5.9% | +14.9% | -1.4% |
| 1Y | +25.0% | +7.6% | +17.4% | -0.3% |
| 3Y | +226.1% | +12.8% | +213.4% | +121.7% |
| 5Y | +101.1% | +19.2% | +81.9% | +30.2% |
| 10Y | +1,112.6% | +34.9% | +1,077.7% | +495.4% |
| All | +8,010.4% | +236.3% | +7,774.1% | +663.4% |
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