+1,168.8%
SPXL vs ACWI
+226.0%
+942.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.2% |
| 7D | +1.5% | +1.1% | +0.4% | -1.8% |
| 30D | -3.7% | -0.2% | -3.5% | -3.0% |
| 3M | +8.1% | +4.7% | +3.4% | -5.1% |
| 6M | +39.0% | +14.5% | +24.6% | -6.3% |
| YTD | +29.9% | +14.6% | +15.3% | -12.4% |
| 1Y | +46.6% | +21.4% | +25.2% | -16.3% |
| 3Y | +230.5% | +77.6% | +152.9% | -32.4% |
| 5Y | +140.2% | +68.1% | +72.1% | -27.4% |
| 10Y | +1,168.8% | +226.1% | +942.6% | -9.2% |
| All | +1,168.8% | +226.0% | +942.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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