+358.7%
ALAB vs SPXL
+118.1%
+240.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -3.6% |
| 7D | +0.6% | -6.0% | +6.6% | +6.6% |
| 30D | -8.8% | -5.8% | -3.0% | -3.6% |
| 3M | -14.0% | +10.9% | -24.9% | -19.7% |
| 6M | +144.3% | +31.9% | +112.4% | +96.4% |
| YTD | +71.0% | +25.8% | +45.3% | +43.4% |
| 1Y | +23.5% | +39.8% | -16.3% | -4.7% |
| All | +358.7% | +118.1% | +240.6% | +138.6% |
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