+1,192.0%
SPXL vs ACM
+135.8%
+1,056.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +1.8% |
| 7D | -1.3% | -3.7% | +2.4% | +2.6% |
| 30D | -5.0% | -12.7% | +7.7% | +6.7% |
| 3M | +7.6% | -9.8% | +17.4% | +15.3% |
| 6M | +33.6% | -31.4% | +65.0% | +88.8% |
| YTD | +28.1% | -32.1% | +60.2% | +78.5% |
| 1Y | +43.6% | -47.8% | +91.4% | +163.1% |
| 3Y | +225.8% | -22.1% | +247.9% | +283.4% |
| 5Y | +140.1% | +1.8% | +138.3% | +125.8% |
| All | +1,192.0% | +135.8% | +1,056.2% | +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 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