+8,499.7%
SPXL vs AGI
+779.3%
+7,720.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | -5.0% | +11.3% | -16.3% | -6.9% |
| 3M | +7.6% | +5.6% | +1.9% | +6.1% |
| 6M | +33.6% | -27.7% | +61.3% | +40.3% |
| YTD | +28.1% | -4.1% | +32.2% | +27.4% |
| 1Y | +43.6% | +13.8% | +29.8% | +38.2% |
| 3Y | +225.8% | +217.0% | +8.8% | +160.6% |
| 5Y | +140.1% | +404.3% | -264.3% | +76.9% |
| 10Y | +1,248.4% | +400.5% | +847.9% | +817.0% |
| All | +8,499.7% | +779.3% | +7,720.4% | +2,896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling