+245.5%
SPXL vs ALHC
-31.6%
+277.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | -5.0% | -5.4% | +0.4% | -4.2% |
| 3M | +7.6% | -32.1% | +39.7% | +13.0% |
| 6M | +33.6% | -28.5% | +62.1% | +36.9% |
| YTD | +28.1% | -34.0% | +62.1% | +32.7% |
| 1Y | +43.6% | -20.9% | +64.6% | +43.5% |
| 3Y | +225.8% | +151.5% | +74.3% | +126.1% |
| 5Y | +140.1% | -28.8% | +168.9% | +99.7% |
| All | +245.5% | -31.6% | +277.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling