+7,449.0%
SPXL vs ALK
+567.7%
+6,881.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -8.7% | +9.0% | -17.8% | -14.5% |
| 30D | -16.9% | -1.6% | -15.3% | -16.7% |
| 3M | -15.2% | -23.2% | +8.0% | +0.5% |
| 6M | -5.5% | -3.9% | -1.6% | -7.4% |
| YTD | +12.4% | -22.6% | +35.0% | +24.8% |
| 1Y | +16.9% | -5.3% | +22.2% | +10.8% |
| 3Y | +211.8% | +18.6% | +193.2% | +124.1% |
| 5Y | +85.6% | -34.4% | +120.0% | +113.8% |
| 10Y | +1,159.4% | -40.8% | +1,200.2% | +1,269.9% |
| All | +7,449.0% | +567.7% | +6,881.2% | +1,005.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling