+43.6%
EEM vs SPXL
+132.3%
-88.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.7% |
| 7D | -0.7% | -6.0% | +5.3% | +0.9% |
| 30D | +2.4% | -5.8% | +8.2% | +4.0% |
| 3M | +4.2% | +10.9% | -6.7% | +1.3% |
| 6M | +14.8% | +31.9% | -17.1% | +6.8% |
| YTD | +23.1% | +25.8% | -2.7% | +15.8% |
| 1Y | +32.5% | +39.8% | -7.2% | +21.3% |
| 3Y | +85.9% | +219.9% | -134.0% | +34.0% |
| 5Y | +43.6% | +141.1% | -97.5% | +4.4% |
| All | +43.6% | +132.3% | -88.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling