+50.4%
IEFA vs SPXL
+141.8%
-91.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | -1.6% | -2.5% | +1.0% | -0.9% |
| 30D | -1.5% | -4.2% | +2.7% | -0.4% |
| 3M | +3.4% | +8.1% | -4.7% | +1.0% |
| 6M | +9.5% | +35.6% | -26.1% | +0.5% |
| YTD | +13.0% | +28.8% | -15.8% | +4.9% |
| 1Y | +18.0% | +39.8% | -21.8% | +6.8% |
| 3Y | +65.4% | +221.4% | -156.0% | +15.0% |
| All | +50.4% | +141.8% | -91.4% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling