+100.0%
SPXL vs ALLY
-6.7%
+106.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.1% | +6.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.5% |
| 30D | -11.4% | +3.4% | -14.8% | -13.8% |
| 3M | -10.8% | -11.1% | +0.2% | -1.9% |
| 6M | -0.3% | -11.5% | +11.2% | +9.6% |
| YTD | +20.3% | -12.3% | +32.6% | +32.5% |
| 1Y | +24.7% | +1.1% | +23.6% | +21.7% |
| 3Y | +238.6% | +64.8% | +173.7% | +107.9% |
| 5Y | +100.0% | -6.9% | +106.8% | +125.7% |
| All | +100.0% | -6.7% | +106.6% | +125.7% |
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