+8,771.7%
SPXL vs ES
+497.7%
+8,274.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.3% |
| 30D | -0.9% | -2.0% | +1.1% | +1.2% |
| 3M | +2.0% | +1.7% | +0.4% | -1.5% |
| 6M | +33.5% | -3.5% | +37.1% | +35.6% |
| YTD | +32.2% | +7.9% | +24.2% | +15.9% |
| 1Y | +48.9% | +17.2% | +31.7% | +14.1% |
| 3Y | +222.9% | +29.3% | +193.5% | +95.7% |
| 5Y | +140.7% | -5.7% | +146.5% | +123.5% |
| 10Y | +1,192.7% | +85.2% | +1,107.4% | +344.3% |
| All | +8,771.7% | +497.7% | +8,274.0% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling