+7,449.0%
SPXL vs ACGL
+1,384.3%
+6,064.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +4.5% |
| 7D | -8.7% | +0.9% | -9.6% | -10.0% |
| 30D | -16.9% | +13.7% | -30.6% | -30.3% |
| 3M | -15.2% | +8.0% | -23.2% | -24.7% |
| 6M | -5.5% | +13.3% | -18.8% | -23.8% |
| YTD | +12.4% | +11.8% | +0.6% | -10.3% |
| 1Y | +16.9% | +22.2% | -5.3% | -17.5% |
| 3Y | +211.8% | +32.5% | +179.3% | +76.6% |
| 5Y | +85.6% | +160.2% | -74.5% | -62.6% |
| 10Y | +1,159.4% | +338.5% | +820.9% | +13.0% |
| All | +7,449.0% | +1,384.3% | +6,064.7% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling