+1,199.1%
SPXL vs EMB
+30.3%
+1,168.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.7% |
| 7D | -2.5% | -1.2% | -1.3% | +1.2% |
| 30D | -4.2% | -1.3% | -3.0% | -0.3% |
| 3M | +8.1% | -1.8% | +9.9% | +15.0% |
| 6M | +35.6% | +0.2% | +35.4% | +37.5% |
| YTD | +28.8% | +0.4% | +28.4% | +30.1% |
| 1Y | +39.8% | +2.8% | +37.0% | +31.6% |
| 3Y | +221.4% | +29.1% | +192.2% | +60.0% |
| 5Y | +146.9% | +6.3% | +140.7% | +145.7% |
| All | +1,199.1% | +30.3% | +1,168.7% | +928.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling