+8,010.4%
SPXL vs EMB
+165.6%
+7,844.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.7% |
| 7D | +7.4% | -0.9% | +8.3% | +9.9% |
| 30D | -7.8% | +0.4% | -8.2% | -8.3% |
| 3M | -11.9% | -3.1% | -8.8% | -4.4% |
| 6M | -1.7% | -2.1% | +0.3% | +4.6% |
| YTD | +20.8% | -1.1% | +21.9% | +27.0% |
| 1Y | +25.0% | -0.1% | +25.0% | +28.3% |
| 3Y | +226.1% | +29.6% | +196.5% | +91.7% |
| 5Y | +101.1% | +7.2% | +93.9% | +94.9% |
| 10Y | +1,112.6% | +35.5% | +1,077.1% | +834.0% |
| All | +8,010.4% | +165.6% | +7,844.8% | +2,810.8% |
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