+48.9%
SPXL vs ELF
-17.5%
+66.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +0.1% | +5.4% | -5.3% | -1.0% |
| 30D | -0.9% | +27.0% | -27.9% | -5.7% |
| 3M | +2.0% | +113.2% | -111.2% | -12.6% |
| 6M | +33.5% | +36.6% | -3.1% | +23.9% |
| YTD | +32.2% | +44.2% | -12.1% | +20.5% |
| 1Y | +48.9% | -18.0% | +66.9% | +51.6% |
| All | +48.9% | -17.5% | +66.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling