+72.3%
AA vs SPXL
+235.5%
-163.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +0.5% |
| 7D | +1.1% | -3.8% | +4.9% | +2.9% |
| 30D | -1.3% | -8.8% | +7.6% | +3.5% |
| 3M | -23.9% | -7.4% | -16.5% | -21.2% |
| 6M | -36.8% | +1.8% | -38.6% | -38.2% |
| YTD | -22.2% | +23.6% | -45.8% | -32.7% |
| 1Y | +10.4% | +21.7% | -11.4% | -3.7% |
| All | +72.3% | +235.5% | -163.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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