+221.4%
SPXL vs AGI
+206.1%
+15.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | -4.2% | +7.2% | -11.5% | -6.2% |
| 3M | +8.1% | +4.3% | +3.8% | +6.1% |
| 6M | +35.6% | -27.1% | +62.7% | +45.4% |
| YTD | +28.8% | -6.6% | +35.4% | +28.4% |
| 1Y | +39.8% | +9.5% | +30.3% | +32.3% |
| 3Y | +221.4% | +208.4% | +12.9% | +113.5% |
| All | +221.4% | +206.1% | +15.3% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling