+25.0%
SPXL vs ELF
+53.2%
-28.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.1% |
| 7D | +7.4% | +1.6% | +5.9% | +7.0% |
| 30D | -7.8% | +9.1% | -16.9% | -9.5% |
| 3M | -11.9% | +28.2% | -40.1% | -16.6% |
| 6M | -1.7% | +119.5% | -121.3% | -17.5% |
| YTD | +20.8% | +55.2% | -34.3% | +6.4% |
| 1Y | +25.0% | +58.6% | -33.6% | +8.6% |
| All | +25.0% | +53.2% | -28.2% | +8.6% |
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