+777.2%
EWY vs SPXL
+7,605.2%
-6,828.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.2% |
| 7D | +8.0% | +1.5% | +6.6% | +7.4% |
| 30D | +14.3% | -3.7% | +18.0% | +16.0% |
| 3M | +2.3% | +8.1% | -5.8% | -0.1% |
| 6M | +49.9% | +39.0% | +10.8% | +34.5% |
| YTD | +95.3% | +29.9% | +65.4% | +79.6% |
| 1Y | +161.7% | +46.6% | +115.1% | +129.7% |
| 3Y | +230.2% | +230.5% | -0.4% | +101.5% |
| 5Y | +148.1% | +140.2% | +8.0% | +54.3% |
| 10Y | +293.2% | +1,168.8% | -875.6% | -1.9% |
| All | +777.2% | +7,605.2% | -6,828.0% | -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