+140.1%
SPXL vs ACI
-43.7%
+183.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | -1.3% | -5.0% | +3.8% | 0.0% |
| 30D | -5.0% | -2.3% | -2.7% | -4.5% |
| 3M | +7.6% | -23.2% | +30.8% | +13.9% |
| 6M | +33.6% | -29.5% | +63.1% | +43.9% |
| YTD | +28.1% | -28.6% | +56.7% | +36.4% |
| 1Y | +43.6% | -34.0% | +77.7% | +56.6% |
| 3Y | +225.8% | -45.0% | +270.8% | +276.6% |
| 5Y | +140.1% | -44.0% | +184.1% | +162.0% |
| All | +140.1% | -43.7% | +183.8% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling