+1,168.3%
SPXL vs ALB
+84.6%
+1,083.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.1% |
| 7D | -6.0% | -7.6% | +1.6% | -1.9% |
| 30D | -5.8% | -5.6% | -0.2% | -3.4% |
| 3M | +10.9% | -16.8% | +27.7% | +20.8% |
| 6M | +31.9% | -26.3% | +58.2% | +49.2% |
| YTD | +25.8% | -13.2% | +39.0% | +25.7% |
| 1Y | +39.8% | +68.8% | -29.0% | -10.2% |
| 3Y | +219.9% | -30.7% | +250.5% | +205.1% |
| 5Y | +141.1% | -46.3% | +187.3% | +158.9% |
| All | +1,168.3% | +84.6% | +1,083.7% | +351.9% |
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