+1,781.8%
SPXL vs ALLE
+327.3%
+1,454.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.9% |
| 7D | -8.7% | -0.6% | -8.2% | -7.9% |
| 30D | -16.9% | +25.3% | -42.2% | -38.5% |
| 3M | -15.2% | +10.3% | -25.5% | -26.9% |
| 6M | -5.5% | +38.0% | -43.6% | -40.6% |
| YTD | +12.4% | +17.8% | -5.3% | -16.1% |
| 1Y | +16.9% | +13.6% | +3.3% | -8.8% |
| 3Y | +211.8% | +89.2% | +122.6% | +17.8% |
| 5Y | +85.6% | +51.1% | +34.6% | +0.3% |
| 10Y | +1,159.4% | +228.1% | +931.3% | +207.7% |
| All | +1,781.8% | +327.3% | +1,454.5% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling