+260.8%
EWJ vs SPXL
+7,605.2%
-7,344.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +1.1% | -3.7% | +4.8% | +2.1% |
| 3M | +7.1% | +8.1% | -1.0% | +4.8% |
| 6M | +16.2% | +39.0% | -22.9% | +6.2% |
| YTD | +22.0% | +29.9% | -8.0% | +13.3% |
| 1Y | +26.2% | +46.6% | -20.4% | +13.3% |
| 3Y | +73.5% | +230.5% | -157.1% | +21.6% |
| 5Y | +52.7% | +140.2% | -87.5% | +8.3% |
| 10Y | +138.5% | +1,168.8% | -1,030.3% | -9.2% |
| All | +260.8% | +7,605.2% | -7,344.3% | -36.2% |
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