+493.0%
SPXL vs ALC
+17.1%
+475.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | +1.2% |
| 7D | -6.0% | -7.7% | +1.7% | +2.7% |
| 30D | -5.8% | -11.7% | +5.9% | +8.0% |
| 3M | +10.9% | +0.7% | +10.2% | +7.8% |
| 6M | +31.9% | -17.1% | +49.0% | +56.7% |
| YTD | +25.8% | -15.1% | +40.9% | +44.0% |
| 1Y | +39.8% | -14.1% | +53.9% | +56.1% |
| 3Y | +219.9% | -18.2% | +238.0% | +258.4% |
| 5Y | +141.1% | -19.2% | +160.2% | +184.2% |
| All | +493.0% | +17.1% | +475.9% | +316.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling