+2,788.1%
SPXL vs ALM
+7,705.7%
-4,917.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | -0.9% | +32.0% | -32.9% | -1.1% |
| 3M | +2.0% | -15.0% | +17.1% | +2.1% |
| 6M | +33.5% | -10.1% | +43.6% | +33.5% |
| YTD | +32.2% | +99.4% | -67.3% | +31.4% |
| 1Y | +48.9% | +316.4% | -267.5% | +47.2% |
| 3Y | +222.9% | +2,022.0% | -1,799.1% | +215.5% |
| 5Y | +140.7% | +941.2% | -800.5% | +135.8% |
| 10Y | +1,192.7% | +2,950.3% | -1,757.7% | +1,156.2% |
| All | +2,788.1% | +7,705.7% | -4,917.7% | +2,643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling