+8,623.5%
SPXL vs ETR
+450.9%
+8,172.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -3.1% |
| 7D | +1.5% | +1.4% | 0.0% | -0.3% |
| 30D | -3.7% | +1.9% | -5.5% | -6.1% |
| 3M | +8.1% | +1.0% | +7.1% | +5.8% |
| 6M | +39.0% | +4.8% | +34.2% | +26.6% |
| YTD | +29.9% | +19.5% | +10.4% | -0.1% |
| 1Y | +46.6% | +28.1% | +18.5% | +3.1% |
| 3Y | +230.5% | +151.1% | +79.4% | -10.8% |
| 5Y | +140.2% | +125.2% | +15.0% | -25.3% |
| 10Y | +1,168.8% | +291.1% | +877.6% | +98.2% |
| All | +8,623.5% | +450.9% | +8,172.5% | +634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling