-44.0%
ACHR vs SPXL
+316.1%
-360.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.7% |
| 7D | -2.3% | -2.5% | +0.3% | -0.5% |
| 30D | -11.3% | -4.2% | -7.1% | -8.4% |
| 3M | +5.3% | +8.1% | -2.8% | +0.1% |
| 6M | -13.2% | +35.6% | -48.8% | -28.7% |
| YTD | -25.8% | +28.8% | -54.6% | -36.9% |
| 1Y | -34.3% | +39.8% | -74.1% | -46.6% |
| 3Y | -19.9% | +221.4% | -241.3% | -61.2% |
| 5Y | -42.7% | +146.9% | -189.6% | -70.2% |
| All | -44.0% | +316.1% | -360.1% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling