+1,168.3%
SPXL vs ACM
+131.7%
+1,036.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | 0.0% |
| 7D | -6.0% | -5.9% | -0.1% | +0.1% |
| 30D | -5.8% | -6.2% | +0.4% | -1.2% |
| 3M | +10.9% | -7.9% | +18.7% | +16.0% |
| 6M | +31.9% | -30.6% | +62.5% | +84.0% |
| YTD | +25.8% | -33.3% | +59.0% | +78.4% |
| 1Y | +39.8% | -49.2% | +89.0% | +163.5% |
| 3Y | +219.9% | -23.5% | +243.3% | +283.4% |
| 5Y | +141.1% | +0.9% | +140.1% | +128.7% |
| All | +1,168.3% | +131.7% | +1,036.7% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling