+1,199.1%
SPXL vs AGI
+392.3%
+806.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -2.5% | -2.7% | +0.2% | -2.1% |
| 30D | -4.2% | +7.2% | -11.5% | -5.4% |
| 3M | +8.1% | +4.3% | +3.8% | +6.9% |
| 6M | +35.6% | -27.1% | +62.7% | +41.7% |
| YTD | +28.8% | -6.6% | +35.4% | +28.8% |
| 1Y | +39.8% | +9.5% | +30.3% | +36.0% |
| 3Y | +221.4% | +208.4% | +12.9% | +165.7% |
| 5Y | +146.9% | +401.6% | -254.7% | +91.9% |
| All | +1,199.1% | +392.3% | +806.7% | +985.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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