+7,977.0%
SPXL vs ALB
+399.3%
+7,577.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.1% |
| 7D | -0.9% | +9.5% | -10.3% | -7.7% |
| 30D | -11.4% | -2.1% | -9.3% | -10.6% |
| 3M | -10.8% | -24.1% | +13.3% | +6.9% |
| 6M | -0.3% | -51.0% | +50.7% | +62.3% |
| YTD | +20.3% | -29.3% | +49.6% | +36.4% |
| 1Y | +24.7% | +3.2% | +21.6% | +3.0% |
| 3Y | +238.6% | -9.3% | +247.9% | +124.5% |
| 5Y | +100.0% | -61.6% | +161.6% | +154.3% |
| 10Y | +1,108.4% | +40.8% | +1,067.7% | +214.1% |
| All | +7,977.0% | +399.3% | +7,577.7% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling