+1,140.4%
SPXL vs ALB
+35.3%
+1,105.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.3% |
| 7D | -3.8% | +1.1% | -4.8% | -4.7% |
| 30D | -8.8% | -2.6% | -6.2% | -7.9% |
| 3M | -7.4% | -25.6% | +18.2% | +7.4% |
| 6M | +1.8% | -54.0% | +55.8% | +53.1% |
| YTD | +23.6% | -31.6% | +55.2% | +39.8% |
| 1Y | +21.7% | -6.6% | +28.3% | +12.7% |
| 3Y | +232.4% | -14.0% | +246.4% | +162.0% |
| 5Y | +110.4% | -62.5% | +172.9% | +182.3% |
| 10Y | +1,140.4% | +36.3% | +1,104.1% | +454.3% |
| All | +1,140.4% | +35.3% | +1,105.0% | +454.3% |
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