+1,087.3%
SPXL vs ES
+87.3%
+999.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -2.9% | +0.9% | -3.7% | -4.0% |
| 30D | -12.4% | +5.9% | -18.3% | -17.6% |
| 3M | -11.8% | -1.0% | -10.7% | -12.0% |
| 6M | -1.4% | +7.2% | -8.6% | -9.9% |
| YTD | +19.0% | +7.0% | +12.0% | +7.2% |
| 1Y | +18.0% | +0.5% | +17.5% | +10.9% |
| 3Y | +220.0% | +48.7% | +171.3% | +84.4% |
| 5Y | +102.6% | +1.9% | +100.6% | +82.0% |
| 10Y | +1,087.3% | +89.2% | +998.1% | +785.8% |
| All | +1,087.3% | +87.3% | +999.9% | +785.8% |
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