+86.1%
ARM vs SPXL
+52.0%
+34.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +5.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.3% |
| 30D | -8.2% | -0.9% | -7.3% | -7.4% |
| 3M | -35.9% | +2.0% | -38.0% | -36.7% |
| 6M | +103.1% | +33.5% | +69.6% | +59.2% |
| YTD | +130.6% | +32.2% | +98.5% | +80.1% |
| 1Y | +86.1% | +48.9% | +37.2% | +34.7% |
| All | +86.1% | +52.0% | +34.1% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling