+1,094.0%
SPXL vs ACM
+132.1%
+961.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.7% |
| 7D | -2.9% | +6.6% | -9.5% | -8.8% |
| 30D | -12.4% | +19.8% | -32.2% | -27.4% |
| 3M | -11.8% | -3.1% | -8.6% | -11.3% |
| 6M | -1.4% | -11.5% | +10.1% | +6.0% |
| YTD | +19.0% | -24.7% | +43.6% | +48.6% |
| 1Y | +18.0% | -45.1% | +63.0% | +107.2% |
| 3Y | +220.0% | -8.9% | +228.9% | +216.3% |
| 5Y | +102.6% | +5.4% | +97.2% | +82.5% |
| All | +1,094.0% | +132.1% | +961.9% | +443.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling