+102.5%
SPXL vs ACM
+5.4%
+97.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.7% |
| 7D | -2.9% | +6.6% | -9.5% | -8.6% |
| 30D | -12.4% | +19.8% | -32.2% | -26.9% |
| 3M | -11.8% | -3.1% | -8.6% | -10.8% |
| 6M | -1.4% | -11.5% | +10.1% | +7.1% |
| YTD | +19.0% | -24.7% | +43.6% | +51.2% |
| 1Y | +18.0% | -45.1% | +63.0% | +122.3% |
| 3Y | +220.0% | -8.9% | +228.9% | +183.3% |
| All | +102.5% | +5.4% | +97.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling