+140.2%
SPXL vs ALHC
-30.5%
+170.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.5% | -1.0% | +2.4% | +1.6% |
| 30D | -3.7% | -6.3% | +2.7% | -2.7% |
| 3M | +8.1% | -12.3% | +20.4% | +7.9% |
| 6M | +39.0% | -27.0% | +66.1% | +42.1% |
| YTD | +29.9% | -31.8% | +61.8% | +34.0% |
| 1Y | +46.6% | -17.0% | +63.6% | +45.0% |
| 3Y | +230.5% | +159.8% | +70.7% | +120.6% |
| 5Y | +140.2% | -25.1% | +165.3% | +93.4% |
| All | +140.2% | -30.5% | +170.6% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling