+140.2%
SPXL vs ALLY
-0.2%
+140.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +1.0% |
| 7D | +1.5% | +1.0% | +0.4% | +0.6% |
| 30D | -3.7% | -3.3% | -0.4% | -1.1% |
| 3M | +8.1% | +0.5% | +7.7% | +7.6% |
| 6M | +39.0% | +12.6% | +26.5% | +25.2% |
| YTD | +29.9% | -4.7% | +34.6% | +33.6% |
| 1Y | +46.6% | +5.2% | +41.4% | +38.0% |
| 3Y | +230.5% | +66.5% | +164.0% | +103.7% |
| 5Y | +140.2% | +0.2% | +139.9% | +130.2% |
| All | +140.2% | -0.2% | +140.4% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling