+1,138.9%
SPXL vs ELF
+299.0%
+839.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.2% |
| 7D | -6.0% | -10.8% | +4.9% | -2.0% |
| 30D | -5.8% | +0.8% | -6.6% | -6.4% |
| 3M | +10.9% | +64.8% | -53.9% | -9.0% |
| 6M | +31.9% | +19.0% | +12.9% | +20.5% |
| YTD | +25.8% | +25.9% | -0.2% | +10.4% |
| 1Y | +39.8% | -28.8% | +68.5% | +46.2% |
| 3Y | +219.9% | -29.6% | +249.5% | +184.5% |
| 5Y | +141.1% | +216.2% | -75.2% | +2.2% |
| All | +1,138.9% | +299.0% | +839.9% | +297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling