-1.7%
SPXL vs EMB
-2.0%
+0.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.2% |
| 7D | +7.4% | -0.9% | +8.3% | +11.8% |
| 30D | -7.8% | +0.4% | -8.2% | -8.5% |
| 3M | -11.9% | -3.1% | -8.8% | +4.1% |
| 6M | -1.7% | -2.1% | +0.3% | +10.3% |
| All | -1.7% | -2.0% | +0.3% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling