+684.0%
SPXL vs ACI
+25.9%
+658.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -0.9% | +5.9% | -6.8% | -2.1% |
| 3M | +2.0% | -19.8% | +21.8% | +6.1% |
| 6M | +33.5% | -24.7% | +58.3% | +40.1% |
| YTD | +32.2% | -24.4% | +56.5% | +37.9% |
| 1Y | +48.9% | -31.5% | +80.4% | +59.0% |
| 3Y | +222.9% | -38.7% | +261.5% | +252.3% |
| 5Y | +140.7% | -42.8% | +183.5% | +161.0% |
| All | +684.0% | +25.9% | +658.1% | +605.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling