+30.3%
SPXL vs ALC
+4.2%
+26.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | +3.1% |
| 7D | -2.5% | +10.7% | -13.2% | -4.9% |
| 30D | -4.3% | +20.2% | -24.5% | -8.8% |
| 3M | -4.2% | +8.9% | -13.1% | -6.1% |
| 6M | +15.0% | +5.7% | +9.3% | +13.1% |
| YTD | +28.4% | -1.4% | +29.8% | +32.3% |
| 1Y | +30.3% | +4.7% | +25.6% | +28.5% |
| All | +30.3% | +4.2% | +26.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling