+633.8%
EMR vs SPXL
+7,736.1%
-7,102.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -5.6% | -0.9% | -4.7% | -5.3% |
| 3M | +7.9% | +2.0% | +5.9% | +6.6% |
| 6M | +6.0% | +33.5% | -27.5% | -6.0% |
| YTD | +16.4% | +32.2% | -15.7% | +3.6% |
| 1Y | +16.6% | +48.9% | -32.3% | -1.3% |
| 3Y | +62.9% | +222.9% | -160.0% | -2.8% |
| 5Y | +60.1% | +140.7% | -80.6% | -3.4% |
| 10Y | +268.7% | +1,192.7% | -923.9% | -7.7% |
| All | +633.8% | +7,736.1% | -7,102.3% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling