+8,196.4%
SPXL vs ACM
+289.4%
+7,907.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | -3.8% | +3.0% | -6.8% | -6.3% |
| 30D | -8.8% | +19.7% | -28.5% | -24.0% |
| 3M | -7.4% | +5.3% | -12.7% | -14.2% |
| 6M | +1.8% | -10.8% | +12.5% | +8.0% |
| YTD | +23.6% | -25.1% | +48.7% | +53.4% |
| 1Y | +21.7% | -45.8% | +67.5% | +108.8% |
| 3Y | +232.4% | -9.4% | +241.8% | +237.1% |
| 5Y | +110.4% | +4.8% | +105.6% | +97.6% |
| 10Y | +1,140.4% | +129.8% | +1,010.6% | +455.0% |
| All | +8,196.4% | +289.4% | +7,907.0% | +1,491.5% |
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