+256.4%
SPXL vs ALHC
-28.9%
+285.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -0.9% | -1.0% | +0.1% | -0.8% |
| 3M | +2.0% | -10.2% | +12.2% | +1.4% |
| 6M | +33.5% | -28.3% | +61.8% | +36.8% |
| YTD | +32.2% | -31.4% | +63.6% | +36.0% |
| 1Y | +48.9% | -16.9% | +65.8% | +47.5% |
| 3Y | +222.9% | +135.5% | +87.4% | +129.1% |
| 5Y | +140.7% | -33.6% | +174.3% | +100.8% |
| All | +256.4% | -28.9% | +285.4% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling