+238.6%
SPXL vs ALLY
+61.3%
+177.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.1% | +6.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.5% |
| 30D | -11.4% | +3.4% | -14.8% | -13.6% |
| 3M | -10.8% | -11.1% | +0.2% | -2.7% |
| 6M | -0.3% | -11.5% | +11.2% | +8.8% |
| YTD | +20.3% | -12.3% | +32.6% | +31.5% |
| 1Y | +24.7% | +1.1% | +23.6% | +22.1% |
| 3Y | +238.6% | +64.8% | +173.7% | +166.6% |
| All | +238.6% | +61.3% | +177.3% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling