+141.9%
EWJ vs SPXL
+1,271.9%
-1,130.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | +0.8% | -4.2% | +5.0% | +1.8% |
| 3M | +7.5% | +8.1% | -0.6% | +5.4% |
| 6M | +15.6% | +35.6% | -20.0% | +7.1% |
| YTD | +22.7% | +28.8% | -6.1% | +14.9% |
| 1Y | +26.4% | +39.8% | -13.4% | +15.8% |
| 3Y | +72.5% | +221.4% | -148.9% | +26.3% |
| 5Y | +52.4% | +146.9% | -94.5% | +11.6% |
| All | +141.9% | +1,271.9% | -1,130.0% | +5.0% |
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