+140.1%
SPXL vs AME
+83.9%
+56.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.5% |
| 7D | -1.3% | +1.3% | -2.6% | -3.3% |
| 30D | -5.0% | -6.6% | +1.6% | +4.8% |
| 3M | +7.6% | +3.0% | +4.6% | +1.9% |
| 6M | +33.6% | +5.3% | +28.3% | +21.3% |
| YTD | +28.1% | +15.4% | +12.7% | -0.5% |
| 1Y | +43.6% | +26.8% | +16.8% | -6.0% |
| 3Y | +225.8% | +56.5% | +169.3% | +40.1% |
| 5Y | +140.1% | +85.2% | +54.8% | -22.4% |
| All | +140.1% | +83.9% | +56.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling