+85.9%
EEM vs SPXL
+221.9%
-136.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.5% |
| 7D | -1.3% | -2.5% | +1.3% | -0.5% |
| 30D | +2.1% | -4.2% | +6.3% | +3.4% |
| 3M | +1.0% | +8.1% | -7.1% | -1.4% |
| 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% | +19.9% |
| 3Y | +85.9% | +221.4% | -135.5% | +27.1% |
| All | +85.9% | +221.9% | -136.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling