+1,248.4%
SPXL vs AR
+43.0%
+1,205.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -5.0% | +5.5% | -10.5% | -6.5% |
| 3M | +7.6% | +12.9% | -5.3% | +3.1% |
| 6M | +33.6% | +0.1% | +33.5% | +31.3% |
| YTD | +28.1% | +13.5% | +14.6% | +20.6% |
| 1Y | +43.6% | +21.6% | +22.1% | +32.0% |
| 3Y | +225.8% | +46.0% | +179.9% | +180.6% |
| 5Y | +140.1% | +143.7% | -3.7% | +77.5% |
| 10Y | +1,248.4% | +44.3% | +1,204.1% | +944.9% |
| All | +1,248.4% | +43.0% | +1,205.4% | +944.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling