+7,449.0%
SPXL vs ES
+494.4%
+6,954.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +4.0% |
| 7D | -8.7% | +1.9% | -10.6% | -11.1% |
| 30D | -16.9% | +7.1% | -23.9% | -24.2% |
| 3M | -15.2% | -1.9% | -13.2% | -14.7% |
| 6M | -5.5% | +4.4% | -9.9% | -13.3% |
| YTD | +12.4% | +7.3% | +5.1% | -2.2% |
| 1Y | +16.9% | +2.1% | +14.8% | +5.1% |
| 3Y | +211.8% | +41.8% | +170.0% | +66.5% |
| 5Y | +85.6% | +1.4% | +84.2% | +54.4% |
| 10Y | +1,159.4% | +86.8% | +1,072.6% | +320.1% |
| All | +7,449.0% | +494.4% | +6,954.6% | +194.1% |
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