-0.9%
SPXL vs ALB
-52.6%
+51.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -0.9% | +9.5% | -10.3% | -3.6% |
| 30D | -11.4% | -2.1% | -9.3% | -11.0% |
| 3M | -10.8% | -24.1% | +13.3% | -4.4% |
| All | -0.9% | -52.6% | +51.6% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling