+145.2%
SPXL vs ET
+241.8%
-96.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.0% |
| 3M | +8.1% | +16.8% | -8.7% | -7.9% |
| 6M | +35.6% | +18.9% | +16.7% | +12.0% |
| YTD | +28.8% | +37.7% | -8.9% | -9.4% |
| 1Y | +39.8% | +32.4% | +7.4% | +2.2% |
| 3Y | +221.4% | +99.5% | +121.9% | +59.1% |
| All | +145.2% | +241.8% | -96.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling