+140.1%
SPXL vs EL
-68.4%
+208.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | +0.2% |
| 7D | -1.3% | -2.4% | +1.1% | 0.0% |
| 30D | -5.0% | +13.7% | -18.7% | -12.9% |
| 3M | +7.6% | +14.5% | -6.9% | -1.9% |
| 6M | +33.6% | +7.4% | +26.2% | +23.9% |
| YTD | +28.1% | -4.7% | +32.8% | +24.4% |
| 1Y | +43.6% | +12.9% | +30.7% | +23.4% |
| 3Y | +225.8% | -32.2% | +258.1% | +255.0% |
| 5Y | +140.1% | -68.4% | +208.4% | +552.1% |
| All | +140.1% | -68.4% | +208.4% | +552.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling