+1,168.8%
SPXL vs ALLE
+148.2%
+1,020.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.8% |
| 7D | +1.5% | +2.8% | -1.3% | -2.0% |
| 30D | -3.7% | -7.6% | +4.0% | +6.1% |
| 3M | +8.1% | +22.8% | -14.7% | -19.6% |
| 6M | +39.0% | +4.6% | +34.4% | +25.9% |
| YTD | +29.9% | -1.2% | +31.2% | +23.6% |
| 1Y | +46.6% | -9.1% | +55.7% | +54.7% |
| 3Y | +230.5% | +50.0% | +180.5% | +68.8% |
| 5Y | +140.2% | +15.2% | +124.9% | +86.1% |
| 10Y | +1,168.8% | +151.1% | +1,017.7% | +377.8% |
| All | +1,168.8% | +148.2% | +1,020.5% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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