+1,168.3%
SPXL vs EL
+25.3%
+1,143.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | 0.0% |
| 7D | -6.0% | -4.4% | -1.6% | -2.8% |
| 30D | -5.8% | +10.3% | -16.1% | -14.5% |
| 3M | +10.9% | +13.4% | -2.5% | -1.9% |
| 6M | +31.9% | +3.1% | +28.8% | +21.9% |
| YTD | +25.8% | -6.9% | +32.7% | +21.4% |
| 1Y | +39.8% | +11.9% | +27.9% | +12.7% |
| 3Y | +219.9% | -33.8% | +253.7% | +240.8% |
| 5Y | +141.1% | -69.0% | +210.0% | +541.5% |
| All | +1,168.3% | +25.3% | +1,143.0% | +992.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling