+221.4%
SPXL vs EQX
+168.9%
+52.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -2.5% | -3.2% | +0.7% | -1.9% |
| 30D | -4.2% | +7.8% | -12.0% | -5.9% |
| 3M | +8.1% | +21.3% | -13.2% | +3.4% |
| 6M | +35.6% | -22.4% | +58.0% | +39.7% |
| YTD | +28.8% | -11.3% | +40.1% | +28.7% |
| 1Y | +39.8% | +13.5% | +26.3% | +33.3% |
| 3Y | +221.4% | +162.1% | +59.2% | +158.7% |
| All | +221.4% | +168.9% | +52.4% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling