+1,248.4%
SPXL vs ES
+83.1%
+1,165.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -5.0% | -1.0% | -4.0% | -4.3% |
| 3M | +7.6% | +1.5% | +6.1% | +5.2% |
| 6M | +33.6% | -3.5% | +37.1% | +35.6% |
| YTD | +28.1% | +7.0% | +21.1% | +16.7% |
| 1Y | +43.6% | +15.3% | +28.3% | +18.4% |
| 3Y | +225.8% | +30.2% | +195.6% | +119.2% |
| 5Y | +140.1% | -4.3% | +144.4% | +133.4% |
| 10Y | +1,248.4% | +87.5% | +1,160.9% | +860.4% |
| All | +1,248.4% | +83.1% | +1,165.3% | +860.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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