+20.3%
ARM vs SPXL
+21.4%
-1.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.0% | -0.3% | -1.4% |
| 7D | -5.3% | -0.9% | -4.5% | -5.3% |
| 30D | -30.0% | -11.4% | -18.6% | -19.1% |
| 3M | -34.1% | -10.8% | -23.3% | -24.1% |
| 6M | -12.6% | -0.3% | -12.4% | -8.7% |
| YTD | +70.4% | +20.3% | +50.1% | +48.3% |
| All | +20.3% | +21.4% | -1.1% | +5.0% |
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 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