+1,199.1%
SPXL vs ETR
+296.9%
+902.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -2.5% | -1.8% | -0.7% | -0.7% |
| 30D | -4.2% | -1.8% | -2.5% | -2.7% |
| 3M | +8.1% | -3.6% | +11.7% | +11.4% |
| 6M | +35.6% | +2.6% | +33.0% | +28.1% |
| YTD | +28.8% | +16.0% | +12.8% | +6.0% |
| 1Y | +39.8% | +20.1% | +19.7% | +10.5% |
| 3Y | +221.4% | +143.6% | +77.8% | +5.9% |
| 5Y | +146.9% | +124.4% | +22.6% | -9.6% |
| All | +1,199.1% | +296.9% | +902.2% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling