+64.1%
SPXL vs ADVB
-97.5%
+161.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.6% |
| 7D | -8.7% | -13.9% | +5.2% | -8.5% |
| 30D | -16.9% | -68.1% | +51.2% | -15.7% |
| 3M | -15.2% | -73.4% | +58.2% | -14.0% |
| 6M | -5.5% | -70.8% | +65.3% | -6.3% |
| YTD | +12.4% | -66.1% | +78.5% | +9.3% |
| 1Y | +16.9% | -77.5% | +94.4% | +17.0% |
| All | +64.1% | -97.5% | +161.6% | +135.0% |
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