+212.3%
IEFA vs SPXL
+4,227.6%
-4,015.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | -1.1% | -5.0% | +3.9% | +0.3% |
| 3M | +5.1% | +7.6% | -2.5% | +2.6% |
| 6M | +9.3% | +33.6% | -24.3% | +0.1% |
| YTD | +13.0% | +28.1% | -15.1% | +4.4% |
| 1Y | +19.2% | +43.6% | -24.5% | +6.3% |
| 3Y | +67.0% | +225.8% | -158.8% | +12.5% |
| 5Y | +51.1% | +140.1% | -89.0% | +3.2% |
| 10Y | +146.5% | +1,248.4% | -1,101.9% | -16.9% |
| All | +212.3% | +4,227.6% | -4,015.3% | -30.0% |
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