+664.2%
SPXL vs ACI
+21.2%
+643.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.7% |
| 7D | -2.5% | -3.7% | +1.2% | -1.7% |
| 30D | -4.2% | +0.6% | -4.8% | -4.4% |
| 3M | +8.1% | -20.3% | +28.4% | +12.5% |
| 6M | +35.6% | -24.7% | +60.3% | +42.1% |
| YTD | +28.8% | -27.2% | +56.0% | +35.5% |
| 1Y | +39.8% | -32.7% | +72.5% | +49.7% |
| 3Y | +221.4% | -43.9% | +265.3% | +259.1% |
| 5Y | +146.9% | -38.9% | +185.8% | +166.4% |
| All | +664.2% | +21.2% | +643.0% | +593.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling