+2,111.5%
SPXL vs ALLE
+260.9%
+1,850.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | -0.9% | -6.8% | +5.9% | +7.9% |
| 3M | +2.0% | +21.0% | -19.0% | -22.5% |
| 6M | +33.5% | +1.1% | +32.4% | +26.4% |
| YTD | +32.2% | -0.5% | +32.7% | +24.7% |
| 1Y | +48.9% | -7.3% | +56.1% | +52.8% |
| 3Y | +222.9% | +42.3% | +180.6% | +81.0% |
| 5Y | +140.7% | +13.5% | +127.2% | +92.2% |
| 10Y | +1,192.7% | +144.0% | +1,048.6% | +363.5% |
| All | +2,111.5% | +260.9% | +1,850.7% | +459.1% |
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