+1,087.3%
SPXL vs AR
+52.4%
+1,034.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +4.6% |
| 7D | -2.9% | -5.8% | +2.9% | -1.3% |
| 30D | -12.4% | +4.8% | -17.2% | -13.8% |
| 3M | -11.8% | +1.5% | -13.3% | -12.7% |
| 6M | -1.4% | +4.7% | -6.1% | -4.1% |
| YTD | +19.0% | +9.2% | +9.8% | +12.7% |
| 1Y | +18.0% | +11.2% | +6.8% | +10.8% |
| 3Y | +220.0% | +46.2% | +173.7% | +175.2% |
| 5Y | +102.6% | +98.1% | +4.5% | +58.0% |
| 10Y | +1,087.3% | +54.5% | +1,032.7% | +784.8% |
| All | +1,087.3% | +52.4% | +1,034.9% | +784.8% |
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