+1,110.7%
SPXL vs ARMK
+131.4%
+979.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +7.4% | +2.7% | +4.8% | +5.4% |
| 30D | -7.8% | -1.5% | -6.4% | -6.8% |
| 3M | -11.9% | -11.6% | -0.4% | -3.7% |
| 6M | -1.7% | +6.7% | -8.5% | -7.6% |
| YTD | +20.8% | +47.4% | -26.6% | -11.9% |
| 1Y | +25.0% | +41.5% | -16.5% | -6.2% |
| 3Y | +226.1% | +95.5% | +130.6% | +91.1% |
| 5Y | +101.1% | +108.4% | -7.3% | +17.6% |
| All | +1,110.7% | +131.4% | +979.3% | +784.9% |
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