+477.4%
SPXL vs EOSE
-60.2%
+537.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.3% |
| 7D | -6.0% | +14.0% | -20.0% | -7.8% |
| 30D | -5.8% | -5.9% | +0.1% | -5.6% |
| 3M | +10.9% | -34.3% | +45.1% | +15.3% |
| 6M | +31.9% | -37.8% | +69.7% | +35.9% |
| YTD | +25.8% | -65.2% | +90.9% | +36.1% |
| 1Y | +39.8% | -41.9% | +81.7% | +38.6% |
| 3Y | +219.9% | +44.6% | +175.3% | +147.5% |
| 5Y | +141.1% | -69.2% | +210.3% | +70.4% |
| All | +477.4% | -60.2% | +537.6% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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