+23.9%
BABA vs SPXL
+1,208.5%
-1,184.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +11.6% | -8.7% | +20.4% | +14.4% |
| 30D | +2.3% | -16.9% | +19.2% | +8.0% |
| 3M | -13.7% | -15.2% | +1.5% | -9.7% |
| 6M | -21.9% | -5.5% | -16.4% | -21.5% |
| YTD | -24.6% | +12.4% | -37.1% | -28.6% |
| 1Y | -34.1% | +16.9% | -51.0% | -38.5% |
| 3Y | +36.3% | +211.8% | -175.6% | -12.6% |
| 5Y | -26.7% | +85.6% | -112.4% | -48.0% |
| 10Y | +19.2% | +1,159.4% | -1,140.2% | -62.7% |
| All | +23.9% | +1,208.5% | -1,184.7% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling