+18.2%
EWJ vs SPXL
+29.9%
-11.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.5% | -0.5% |
| 7D | -1.2% | -2.5% | +1.3% | -0.3% |
| 30D | -5.5% | -4.3% | -1.1% | -3.9% |
| 3M | -0.8% | -4.2% | +3.4% | +0.7% |
| 6M | +7.1% | +15.0% | -7.9% | +0.5% |
| YTD | +16.9% | +28.4% | -11.5% | +3.5% |
| 1Y | +18.2% | +30.3% | -12.1% | +3.9% |
| All | +18.2% | +29.9% | -11.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling