+145.2%
SPXL vs EME
+575.5%
-430.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | -0.9% |
| 7D | -2.5% | +3.5% | -6.0% | -5.3% |
| 30D | -4.2% | -6.3% | +2.1% | +0.2% |
| 3M | +8.1% | -3.8% | +11.9% | +8.6% |
| 6M | +35.6% | +8.5% | +27.1% | +22.3% |
| YTD | +28.8% | +27.8% | +1.0% | -0.5% |
| 1Y | +39.8% | +22.2% | +17.6% | +8.1% |
| 3Y | +221.4% | +253.5% | -32.1% | -24.4% |
| All | +145.2% | +575.5% | -430.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling