+237.6%
SPXL vs ACGL
+35.2%
+202.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | +2.0% | +11.0% | -9.0% | -3.2% |
| 6M | +33.5% | -0.3% | +33.8% | +32.7% |
| YTD | +32.2% | +2.3% | +29.9% | +28.8% |
| 1Y | +48.9% | +6.4% | +42.5% | +41.5% |
| All | +237.6% | +35.2% | +202.5% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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