+225.9%
SPXL vs ALHC
-61.4%
+287.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | +7.4% | +0.3% | +7.2% | +7.3% |
| 30D | -7.8% | -10.6% | +2.7% | -6.2% |
| 3M | -11.9% | -45.3% | +33.4% | -4.1% |
| 6M | -1.7% | -59.7% | +58.0% | +9.9% |
| YTD | +20.8% | -62.7% | +83.5% | +35.7% |
| 1Y | +25.0% | -56.1% | +81.1% | +35.9% |
| 3Y | +226.1% | +21.3% | +204.9% | +160.4% |
| 5Y | +101.1% | -66.0% | +167.1% | +84.6% |
| All | +225.9% | -61.4% | +287.2% | +180.2% |
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