+2,526.4%
SPXL vs AR
-27.2%
+2,553.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | -0.9% | +14.8% | -15.7% | -4.9% |
| 3M | +2.0% | +6.2% | -4.2% | -0.4% |
| 6M | +33.5% | +4.3% | +29.2% | +29.6% |
| YTD | +32.2% | +14.4% | +17.8% | +24.1% |
| 1Y | +48.9% | +21.3% | +27.6% | +36.8% |
| 3Y | +222.9% | +39.8% | +183.0% | +181.0% |
| 5Y | +140.7% | +142.1% | -1.4% | +76.8% |
| 10Y | +1,192.7% | +52.0% | +1,140.6% | +781.3% |
| All | +2,526.4% | -27.2% | +2,553.6% | +2,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling