+8,010.4%
SPXL vs EL
+678.6%
+7,331.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.3% |
| 7D | +7.4% | +1.5% | +5.9% | +6.0% |
| 30D | -7.8% | +10.0% | -17.8% | -15.9% |
| 3M | -11.9% | +28.4% | -40.3% | -32.8% |
| 6M | -1.7% | +37.1% | -38.8% | -31.3% |
| YTD | +20.8% | +7.8% | +13.0% | -1.3% |
| 1Y | +25.0% | +26.0% | -1.1% | -13.6% |
| 3Y | +226.1% | +3.8% | +222.3% | +110.8% |
| 5Y | +101.1% | -65.2% | +166.3% | +357.4% |
| 10Y | +1,112.6% | +62.1% | +1,050.4% | +361.7% |
| All | +8,010.4% | +678.6% | +7,331.8% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling