+76.3%
SPXL vs ADVB
-96.8%
+173.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.6% | +22.3% | -0.8% |
| 7D | +7.4% | +27.8% | -20.3% | +6.8% |
| 30D | -7.8% | -50.8% | +42.9% | -7.3% |
| 3M | -11.9% | -70.5% | +58.6% | -11.0% |
| 6M | -1.7% | -46.7% | +45.0% | -4.4% |
| YTD | +20.8% | -56.7% | +77.5% | +16.7% |
| 1Y | +25.0% | -71.8% | +96.8% | +24.6% |
| All | +76.3% | -96.8% | +173.1% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling