+84.1%
EWZ vs SPXL
+1,166.6%
-1,082.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +5.6% | +1.5% | +4.1% | +5.0% |
| 30D | +9.3% | -3.7% | +12.9% | +10.6% |
| 3M | +15.7% | +8.1% | +7.6% | +11.8% |
| 6M | +7.4% | +39.0% | -31.6% | -5.5% |
| YTD | +22.7% | +29.9% | -7.3% | +10.3% |
| 1Y | +36.4% | +46.6% | -10.2% | +16.9% |
| 3Y | +50.4% | +230.5% | -180.1% | -10.9% |
| 5Y | +67.6% | +140.2% | -72.5% | +0.1% |
| 10Y | +84.1% | +1,168.8% | -1,084.7% | -61.2% |
| All | +84.1% | +1,166.6% | -1,082.5% | -61.2% |
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 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