+1,180.2%
SPXL vs ELF
+334.6%
+845.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +0.1% |
| 7D | +1.5% | -1.2% | +2.6% | +1.8% |
| 30D | -3.7% | +5.9% | -9.6% | -6.1% |
| 3M | +8.1% | +99.5% | -91.4% | -17.5% |
| 6M | +39.0% | +26.5% | +12.5% | +23.9% |
| YTD | +29.9% | +37.2% | -7.2% | +10.6% |
| 1Y | +46.6% | -24.4% | +71.0% | +50.2% |
| 3Y | +230.5% | -23.3% | +253.8% | +185.0% |
| 5Y | +140.2% | +245.2% | -105.0% | -1.4% |
| All | +1,180.2% | +334.6% | +845.6% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling