+221.4%
SPXL vs ET
+96.2%
+125.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +3.2% |
| 7D | -2.5% | +0.2% | -2.8% | -2.8% |
| 30D | -4.2% | +2.9% | -7.1% | -6.9% |
| 3M | +8.1% | +16.8% | -8.7% | -7.5% |
| 6M | +35.6% | +18.9% | +16.7% | +12.1% |
| YTD | +28.8% | +37.7% | -8.9% | -10.5% |
| 1Y | +39.8% | +32.4% | +7.4% | +1.3% |
| 3Y | +221.4% | +99.5% | +121.9% | +59.5% |
| All | +221.4% | +96.2% | +125.2% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling