+1,168.3%
SPXL vs ALM
+2,776.7%
-1,608.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -1.1% |
| 7D | -6.0% | -7.1% | +1.1% | -5.5% |
| 30D | -5.8% | +24.7% | -30.5% | -7.6% |
| 3M | +10.9% | +8.3% | +2.6% | +9.5% |
| 6M | +31.9% | -22.2% | +54.1% | +32.6% |
| YTD | +25.8% | +88.1% | -62.3% | +18.7% |
| 1Y | +39.8% | +272.4% | -232.6% | +25.3% |
| 3Y | +219.9% | +2,004.1% | -1,784.3% | +149.5% |
| 5Y | +141.1% | +915.8% | -774.7% | +93.4% |
| All | +1,168.3% | +2,776.7% | -1,608.4% | +851.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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