+8,771.7%
SPXL vs ACM
+267.2%
+8,504.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.1% | -3.7% | +3.8% | +4.0% |
| 30D | -0.9% | -11.1% | +10.2% | +9.0% |
| 3M | +2.0% | -8.0% | +10.0% | +7.3% |
| 6M | +33.5% | -29.7% | +63.2% | +81.7% |
| YTD | +32.2% | -29.4% | +61.5% | +75.1% |
| 1Y | +48.9% | -46.4% | +95.3% | +158.9% |
| 3Y | +222.9% | -22.3% | +245.2% | +286.5% |
| 5Y | +140.7% | +4.5% | +136.2% | +127.0% |
| 10Y | +1,192.7% | +127.6% | +1,065.0% | +481.6% |
| All | +8,771.7% | +267.2% | +8,504.5% | +1,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling