+1,248.4%
SPXL vs ARMK
+134.7%
+1,113.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -5.0% | +2.4% | -7.4% | -7.3% |
| 3M | +7.6% | +6.1% | +1.5% | +2.0% |
| 6M | +33.6% | +41.8% | -8.2% | +1.0% |
| YTD | +28.1% | +55.5% | -27.4% | -10.2% |
| 1Y | +43.6% | +49.6% | -5.9% | +3.3% |
| 3Y | +225.8% | +122.8% | +103.1% | +73.4% |
| 5Y | +140.1% | +151.0% | -10.9% | +23.2% |
| 10Y | +1,248.4% | +138.0% | +1,110.4% | +853.2% |
| All | +1,248.4% | +134.7% | +1,113.7% | +853.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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