+263.6%
EMR vs SPXL
+1,239.4%
-975.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | -1.2% | -6.0% | +4.8% | +1.1% |
| 30D | -9.4% | -5.8% | -3.7% | -7.4% |
| 3M | +8.6% | +10.9% | -2.3% | +4.0% |
| 6M | +6.7% | +31.9% | -25.2% | -4.6% |
| YTD | +13.1% | +25.8% | -12.7% | +2.9% |
| 1Y | +12.7% | +39.8% | -27.0% | -1.8% |
| 3Y | +58.1% | +219.9% | -161.8% | -3.3% |
| 5Y | +63.6% | +141.1% | -77.4% | +1.1% |
| All | +263.6% | +1,239.4% | -975.7% | -7.0% |
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