+33.5%
EWZ vs SPXL
+41.5%
-8.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | +8.2% | -5.0% | +13.2% | +9.9% |
| 3M | +13.3% | +7.6% | +5.7% | +9.8% |
| 6M | +3.6% | +33.6% | -30.0% | -8.4% |
| YTD | +21.0% | +28.1% | -7.1% | +8.1% |
| All | +33.5% | +41.5% | -8.0% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling