+226.1%
SPXL vs ALK
+13.2%
+213.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.5% |
| 7D | +7.4% | -1.2% | +8.6% | +8.0% |
| 30D | -7.8% | +7.7% | -15.5% | -11.5% |
| 3M | -11.9% | -19.0% | +7.1% | -2.9% |
| 6M | -1.7% | -0.2% | -1.5% | -4.3% |
| YTD | +20.8% | -23.5% | +44.3% | +32.1% |
| 1Y | +25.0% | -9.1% | +34.1% | +23.9% |
| 3Y | +226.1% | +12.0% | +214.1% | +194.2% |
| All | +226.1% | +13.2% | +213.0% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling