+86.9%
SPXL vs AR
+74.0%
+12.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -8.7% | -14.3% | +5.5% | -3.5% |
| 30D | -16.9% | +1.4% | -18.3% | -17.7% |
| 3M | -15.2% | +3.4% | -18.6% | -17.2% |
| 6M | -5.5% | -2.1% | -3.5% | -6.8% |
| YTD | +12.4% | +4.7% | +7.7% | +5.2% |
| 1Y | +16.9% | +10.6% | +6.3% | +6.3% |
| 3Y | +211.8% | +24.6% | +187.2% | +163.5% |
| All | +86.9% | +74.0% | +12.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling