+7,977.0%
SPXL vs ES
+491.4%
+7,485.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.6% |
| 7D | -0.9% | -0.1% | -0.8% | -1.3% |
| 30D | -11.4% | +5.7% | -17.1% | -18.0% |
| 3M | -10.8% | -2.8% | -8.0% | -9.5% |
| 6M | -0.3% | +7.0% | -7.3% | -11.1% |
| YTD | +20.3% | +6.8% | +13.5% | +5.2% |
| 1Y | +24.7% | -0.5% | +25.2% | +15.7% |
| 3Y | +238.6% | +47.2% | +191.4% | +71.9% |
| 5Y | +100.0% | +2.3% | +97.7% | +64.4% |
| 10Y | +1,108.4% | +85.6% | +1,022.8% | +307.1% |
| All | +7,977.0% | +491.4% | +7,485.6% | +216.3% |
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