+110.4%
SPXL vs ACI
-41.8%
+152.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.2% | +4.2% |
| 7D | -3.8% | -5.3% | +1.5% | -2.4% |
| 30D | -8.8% | +5.0% | -13.8% | -10.0% |
| 3M | -7.4% | +7.5% | -14.9% | -9.4% |
| 6M | +1.8% | -16.0% | +17.8% | +5.0% |
| YTD | +23.6% | -20.6% | +44.2% | +28.2% |
| 1Y | +21.7% | -23.5% | +45.3% | +27.9% |
| 3Y | +232.4% | -32.1% | +264.6% | +257.9% |
| 5Y | +110.4% | -42.5% | +152.9% | +129.1% |
| All | +110.4% | -41.8% | +152.2% | +129.1% |
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