+28.2%
BABA vs SPXL
+1,437.8%
-1,409.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -11.9% | -0.9% | -11.0% | -11.8% |
| 3M | -9.3% | +2.0% | -11.3% | -10.4% |
| 6M | -14.2% | +33.5% | -47.8% | -22.6% |
| YTD | -22.0% | +32.2% | -54.2% | -29.4% |
| 1Y | -12.7% | +48.9% | -61.6% | -24.1% |
| 3Y | +26.7% | +222.9% | -196.2% | -19.3% |
| 5Y | -29.3% | +140.7% | -170.1% | -53.6% |
| 10Y | +21.2% | +1,192.7% | -1,171.4% | -62.1% |
| All | +28.2% | +1,437.8% | -1,409.6% | -63.6% |
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