+8,110.7%
SPXL vs AME
+1,709.1%
+6,401.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.9% |
| 7D | +9.6% | +8.1% | +1.5% | -3.3% |
| 30D | -9.8% | -3.8% | -6.0% | -4.5% |
| 3M | -9.1% | -6.6% | -2.4% | +0.1% |
| 6M | +1.1% | +4.6% | -3.4% | -7.8% |
| YTD | +22.3% | +17.9% | +4.4% | -9.6% |
| 1Y | +20.3% | +23.2% | -3.0% | -17.2% |
| 3Y | +229.0% | +62.9% | +166.1% | +38.4% |
| 5Y | +103.6% | +77.5% | +26.1% | -16.9% |
| 10Y | +1,127.6% | +444.7% | +682.9% | +5.5% |
| All | +8,110.7% | +1,709.1% | +6,401.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling