+8,110.7%
SPXL vs ALB
+377.8%
+7,732.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.2% |
| 7D | +9.6% | -3.6% | +13.1% | +12.5% |
| 30D | -9.8% | -2.9% | -6.9% | -8.5% |
| 3M | -9.1% | -25.8% | +16.8% | +10.8% |
| 6M | +1.1% | -53.6% | +54.7% | +71.3% |
| YTD | +22.3% | -32.4% | +54.7% | +43.2% |
| 1Y | +20.3% | -13.0% | +33.3% | +13.6% |
| 3Y | +229.0% | -15.0% | +244.0% | +129.4% |
| 5Y | +103.6% | -63.5% | +167.1% | +169.2% |
| 10Y | +1,127.6% | +34.7% | +1,092.9% | +229.5% |
| All | +8,110.7% | +377.8% | +7,732.9% | +290.4% |
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 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