+199.6%
ARM vs SPXL
+200.6%
-1.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.5% |
| 7D | +9.1% | +7.4% | +1.7% | +2.2% |
| 30D | -19.9% | -7.8% | -12.1% | -12.9% |
| 3M | -31.6% | -11.9% | -19.7% | -21.7% |
| 6M | -13.9% | -1.7% | -12.1% | -9.0% |
| YTD | +74.3% | +20.8% | +53.5% | +53.6% |
| 1Y | +35.8% | +25.0% | +10.8% | +15.6% |
| 3Y | +268.6% | +226.1% | +42.5% | +32.4% |
| All | +199.6% | +200.6% | -1.0% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling