+148.7%
EWY vs SPXL
+141.8%
+6.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.3% |
| 7D | -0.1% | -2.5% | +2.5% | +0.9% |
| 30D | +7.3% | -4.2% | +11.5% | +9.0% |
| 3M | -5.1% | +8.1% | -13.2% | -7.4% |
| 6M | +42.1% | +35.6% | +6.4% | +30.0% |
| YTD | +94.1% | +28.8% | +65.3% | +80.4% |
| 1Y | +147.8% | +39.8% | +108.0% | +124.4% |
| 3Y | +222.9% | +221.4% | +1.5% | +118.3% |
| All | +148.7% | +141.8% | +6.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling