+701.5%
EMR vs SPXL
+7,152.3%
-6,450.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +2.7% | +9.6% | -6.9% | -1.0% |
| 30D | +2.1% | -9.8% | +11.9% | +5.8% |
| 3M | +2.3% | -9.1% | +11.3% | +5.6% |
| 6M | +22.5% | +1.1% | +21.4% | +20.8% |
| YTD | +27.2% | +22.3% | +4.9% | +16.1% |
| 1Y | +28.0% | +20.3% | +7.7% | +17.5% |
| 3Y | +103.4% | +229.0% | -125.6% | +20.5% |
| 5Y | +88.2% | +103.6% | -15.4% | +21.1% |
| 10Y | +280.3% | +1,127.6% | -847.2% | -3.1% |
| All | +701.5% | +7,152.3% | -6,450.8% | -31.1% |
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 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