+311.3%
ARM vs SPXL
+223.4%
+87.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +5.3% |
| 7D | +11.4% | +1.5% | +9.9% | +9.7% |
| 30D | -7.4% | -3.7% | -3.8% | -4.3% |
| 3M | -24.5% | +8.1% | -32.6% | -29.0% |
| 6M | +128.7% | +39.0% | +89.6% | +75.4% |
| YTD | +139.3% | +29.9% | +109.3% | +93.6% |
| 1Y | +88.0% | +46.6% | +41.4% | +36.2% |
| All | +311.3% | +223.4% | +87.9% | +47.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling