+85.8%
EWZ vs SPXL
+6,567.8%
-6,482.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.5% | -8.7% | +7.3% | +1.7% |
| 30D | -24.5% | -16.9% | -7.6% | -19.4% |
| 3M | -10.7% | -15.2% | +4.5% | -5.6% |
| 6M | -19.1% | -5.5% | -13.6% | -18.8% |
| YTD | +1.6% | +12.4% | -10.8% | -5.5% |
| 1Y | +4.3% | +16.9% | -12.6% | -4.9% |
| 3Y | +19.0% | +211.8% | -192.9% | -33.5% |
| 5Y | +57.7% | +85.6% | -28.0% | -4.3% |
| 10Y | +51.3% | +1,159.4% | -1,108.1% | -69.1% |
| All | +85.8% | +6,567.8% | -6,482.0% | -88.0% |
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