+18.7%
EWZ vs SPXL
+228.0%
-209.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +0.8% | +7.4% | -6.7% | -1.0% |
| 30D | -24.4% | -7.8% | -16.5% | -23.2% |
| 3M | -4.6% | -11.9% | +7.3% | -2.1% |
| 6M | -11.6% | -1.7% | -9.8% | -12.1% |
| YTD | +2.4% | +20.8% | -18.4% | -3.9% |
| 1Y | +2.1% | +25.0% | -22.9% | -5.0% |
| 3Y | +18.7% | +226.1% | -207.4% | -23.5% |
| All | +18.7% | +228.0% | -209.3% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling