+185.4%
ARM vs SPXL
+196.1%
-10.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.5% |
| 7D | -10.4% | -2.9% | -7.5% | -8.2% |
| 30D | -31.8% | -12.4% | -19.5% | -22.3% |
| 3M | -32.2% | -11.8% | -20.5% | -22.8% |
| 6M | -14.9% | -1.4% | -13.5% | -10.4% |
| YTD | +66.0% | +19.0% | +47.1% | +48.0% |
| 1Y | +17.2% | +18.0% | -0.7% | +4.8% |
| 3Y | +247.2% | +220.0% | +27.2% | +26.5% |
| All | +185.4% | +196.1% | -10.6% | +13.0% |
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