+101.0%
SPXL vs ALM
+410.2%
-309.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -9.0% | -2.1% |
| 7D | +7.4% | +1.2% | +6.2% | +7.2% |
| 30D | -7.8% | -19.3% | +11.5% | -5.6% |
| 3M | -11.9% | -40.6% | +28.7% | -7.3% |
| 6M | -1.7% | -57.9% | +56.2% | +6.3% |
| YTD | +20.8% | -6.7% | +27.5% | +20.6% |
| 1Y | +25.0% | +20.2% | +4.8% | +21.7% |
| 3Y | +226.1% | +879.4% | -653.3% | +159.1% |
| All | +101.0% | +410.2% | -309.3% | +65.7% |
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