+64.2%
EWZ vs SPXL
+1,117.7%
-1,053.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +0.1% | +9.6% | -9.5% | -3.1% |
| 30D | -25.9% | -9.8% | -16.1% | -23.8% |
| 3M | -6.1% | -9.1% | +2.9% | -3.9% |
| 6M | -16.1% | +1.1% | -17.2% | -17.8% |
| YTD | +1.0% | +22.3% | -21.3% | -7.9% |
| 1Y | 0.0% | +20.3% | -20.3% | -8.5% |
| 3Y | +16.8% | +229.0% | -212.1% | -30.8% |
| 5Y | +52.1% | +103.6% | -51.5% | -2.7% |
| All | +64.2% | +1,117.7% | -1,053.5% | -63.7% |
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