+219.6%
SPXL vs AME
+55.9%
+163.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -1.3% | +1.3% | -2.6% | -2.8% |
| 30D | -5.0% | -6.6% | +1.6% | +2.4% |
| 3M | +7.6% | +3.0% | +4.6% | +3.5% |
| 6M | +33.6% | +5.3% | +28.3% | +24.8% |
| YTD | +28.1% | +15.4% | +12.7% | +6.5% |
| 1Y | +43.6% | +26.8% | +16.8% | +5.5% |
| All | +219.6% | +55.9% | +163.7% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling