+128.5%
EEM vs SPXL
+1,271.9%
-1,143.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.6% |
| 7D | -1.3% | -2.5% | +1.3% | -0.5% |
| 30D | +2.1% | -4.2% | +6.3% | +3.3% |
| 3M | +1.0% | +8.1% | -7.1% | -1.3% |
| 6M | +15.9% | +35.6% | -19.7% | +6.2% |
| YTD | +24.6% | +28.8% | -4.2% | +15.6% |
| 1Y | +32.3% | +39.8% | -7.5% | +19.6% |
| 3Y | +85.9% | +221.4% | -135.5% | +26.5% |
| 5Y | +45.4% | +146.9% | -101.6% | -1.2% |
| All | +128.5% | +1,271.9% | -1,143.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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