+8,499.7%
SPXL vs ET
+1,434.9%
+7,064.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | -5.0% | +5.3% | -10.3% | -8.0% |
| 3M | +7.6% | +15.6% | -8.1% | -2.0% |
| 6M | +33.6% | +20.6% | +13.0% | +17.9% |
| YTD | +28.1% | +38.5% | -10.4% | +3.7% |
| 1Y | +43.6% | +35.7% | +7.9% | +17.6% |
| 3Y | +225.8% | +98.4% | +127.5% | +118.6% |
| 5Y | +140.1% | +245.3% | -105.2% | +19.9% |
| 10Y | +1,248.4% | +173.7% | +1,074.6% | +632.1% |
| All | +8,499.7% | +1,434.9% | +7,064.8% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling