+119.9%
EWZ vs SPXL
+7,736.1%
-7,616.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | +4.8% | -0.9% | +5.7% | +5.1% |
| 3M | +9.9% | +2.0% | +7.9% | +8.1% |
| 6M | +1.9% | +33.5% | -31.6% | -10.5% |
| YTD | +20.3% | +32.2% | -11.8% | +5.8% |
| 1Y | +35.6% | +48.9% | -13.3% | +12.9% |
| 3Y | +43.4% | +222.9% | -179.4% | -20.4% |
| 5Y | +55.9% | +140.7% | -84.8% | -14.8% |
| 10Y | +84.2% | +1,192.7% | -1,108.5% | -62.2% |
| All | +119.9% | +7,736.1% | -7,616.1% | -86.6% |
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