+228.9%
ARM vs SPXL
+212.3%
+16.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.0% |
| 7D | -15.2% | -8.7% | -6.5% | -7.7% |
| 30D | -40.7% | -16.9% | -23.8% | -28.8% |
| 3M | -39.1% | -15.2% | -23.9% | -27.9% |
| 6M | -26.4% | -5.5% | -20.9% | -19.2% |
| YTD | +59.7% | +12.4% | +47.3% | +50.2% |
| 1Y | +10.3% | +16.9% | -6.6% | -0.4% |
| 3Y | +228.9% | +211.8% | +17.0% | +12.0% |
| All | +228.9% | +212.3% | +16.6% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling