+30.3%
SPXL vs ETR
+18.4%
+11.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.3% |
| 7D | -2.5% | +3.7% | -6.2% | -3.2% |
| 30D | -4.3% | +11.0% | -15.3% | -6.3% |
| 3M | -4.2% | +3.4% | -7.6% | -5.0% |
| 6M | +15.0% | -3.3% | +18.3% | +15.8% |
| YTD | +28.4% | +23.3% | +5.2% | +13.4% |
| 1Y | +30.3% | +19.2% | +11.1% | +19.5% |
| All | +30.3% | +18.4% | +11.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling