+67.3%
AG vs SPXL
+132.3%
-65.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.1% |
| 7D | -5.8% | -6.0% | +0.2% | -3.4% |
| 30D | +6.4% | -5.8% | +12.1% | +9.0% |
| 3M | +28.4% | +10.9% | +17.5% | +23.5% |
| 6M | -24.5% | +31.9% | -56.4% | -31.4% |
| YTD | +21.2% | +25.8% | -4.6% | +12.3% |
| 1Y | +114.1% | +39.8% | +74.3% | +91.7% |
| 3Y | +268.0% | +219.9% | +48.2% | +138.8% |
| 5Y | +67.3% | +141.1% | -73.7% | +6.8% |
| All | +67.3% | +132.3% | -65.0% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling