+1,087.3%
SPXL vs ALLY
+182.8%
+904.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.1% |
| 30D | -12.4% | +1.1% | -13.5% | -13.3% |
| 3M | -11.8% | -13.2% | +1.4% | -0.5% |
| 6M | -1.4% | -13.5% | +12.1% | +10.9% |
| YTD | +19.0% | -14.3% | +33.3% | +33.9% |
| 1Y | +18.0% | -1.1% | +19.1% | +17.2% |
| 3Y | +220.0% | +62.0% | +158.0% | +97.3% |
| 5Y | +102.6% | -9.6% | +112.2% | +109.7% |
| 10Y | +1,087.3% | +176.0% | +911.3% | +457.0% |
| All | +1,087.3% | +182.8% | +904.5% | +457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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