+213.8%
SPXL vs EME
+237.6%
-23.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -6.0% | +0.9% | -6.9% | -6.6% |
| 30D | -5.8% | -8.4% | +2.6% | -0.9% |
| 3M | +10.9% | -3.6% | +14.5% | +11.5% |
| 6M | +31.9% | +3.6% | +28.4% | +25.9% |
| YTD | +25.8% | +22.5% | +3.2% | +6.0% |
| 1Y | +39.8% | +18.2% | +21.6% | +17.1% |
| All | +213.8% | +237.6% | -23.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling