+233.6%
SPXL vs ALC
+2.0%
+231.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.0% | +5.2% |
| 7D | -3.8% | -6.3% | +2.5% | 0.0% |
| 30D | -8.8% | +12.6% | -21.4% | -15.6% |
| 3M | -7.4% | -3.8% | -3.6% | -5.5% |
| 6M | +1.8% | +16.8% | -15.1% | -9.7% |
| YTD | +23.6% | -7.6% | +31.2% | +28.2% |
| 1Y | +21.7% | -5.9% | +27.6% | +24.2% |
| All | +233.6% | +2.0% | +231.6% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling