+230.5%
SPXL vs ALC
-15.5%
+246.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | +1.5% | -3.7% | +5.1% | +4.0% |
| 30D | -3.7% | -3.7% | +0.1% | -1.4% |
| 3M | +8.1% | +4.6% | +3.6% | +3.8% |
| 6M | +39.0% | -14.6% | +53.6% | +53.8% |
| YTD | +29.9% | -11.9% | +41.8% | +39.6% |
| 1Y | +46.6% | -13.1% | +59.7% | +58.8% |
| 3Y | +230.5% | -15.0% | +245.5% | +285.8% |
| All | +230.5% | -15.5% | +246.0% | +285.8% |
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