+1,168.8%
SPXL vs ALK
-38.6%
+1,207.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | +0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.3% |
| 30D | -3.7% | -18.5% | +14.8% | +9.8% |
| 3M | +8.1% | -3.6% | +11.7% | +8.1% |
| 6M | +39.0% | -3.7% | +42.7% | +36.3% |
| YTD | +29.9% | -19.0% | +48.9% | +40.9% |
| 1Y | +46.6% | -36.0% | +82.6% | +84.5% |
| 3Y | +230.5% | +2.3% | +228.2% | +170.4% |
| 5Y | +140.2% | -27.8% | +167.9% | +158.4% |
| 10Y | +1,168.8% | -39.0% | +1,207.7% | +1,149.6% |
| All | +1,168.8% | -38.6% | +1,207.3% | +1,149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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