+140.2%
SPXL vs ALM
+1,033.0%
-892.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.5% | -2.6% |
| 7D | +1.5% | +8.4% | -7.0% | +0.5% |
| 30D | -3.7% | +34.8% | -38.5% | -7.0% |
| 3M | +8.1% | +16.2% | -8.1% | +5.4% |
| 6M | +39.0% | +2.1% | +36.9% | +36.2% |
| YTD | +29.9% | +117.0% | -87.1% | +18.6% |
| 1Y | +46.6% | +313.9% | -267.2% | +25.3% |
| 3Y | +230.5% | +2,327.9% | -2,097.4% | +134.1% |
| 5Y | +140.2% | +1,040.6% | -900.5% | +79.5% |
| All | +140.2% | +1,033.0% | -892.9% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling