+1,110.7%
SPXL vs ALB
+32.4%
+1,078.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | +7.4% | -5.8% | +13.2% | +11.0% |
| 30D | -7.8% | -4.5% | -3.3% | -5.9% |
| 3M | -11.9% | -28.1% | +16.1% | +4.2% |
| 6M | -1.7% | -53.2% | +51.4% | +46.4% |
| YTD | +20.8% | -33.3% | +54.1% | +38.7% |
| 1Y | +25.0% | -17.4% | +42.4% | +25.0% |
| 3Y | +226.1% | -14.1% | +240.3% | +156.2% |
| 5Y | +101.1% | -64.0% | +165.1% | +176.8% |
| All | +1,110.7% | +32.4% | +1,078.3% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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