+8,771.7%
SPXL vs EMB
+172.8%
+8,598.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.9% | -0.3% | -0.6% | -0.1% |
| 3M | +2.0% | -0.4% | +2.5% | +3.8% |
| 6M | +33.5% | +0.1% | +33.4% | +35.5% |
| YTD | +32.2% | +1.6% | +30.6% | +29.6% |
| 1Y | +48.9% | +5.6% | +43.3% | +33.5% |
| 3Y | +222.9% | +29.8% | +193.0% | +88.1% |
| 5Y | +140.7% | +7.3% | +133.4% | +130.6% |
| 10Y | +1,192.7% | +30.4% | +1,162.2% | +927.4% |
| All | +8,771.7% | +172.8% | +8,598.9% | +2,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling