+140.2%
SPXL vs ARMK
+148.1%
-8.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -3.0% |
| 7D | +1.5% | +1.7% | -0.2% | -0.2% |
| 30D | -3.7% | +3.1% | -6.8% | -7.4% |
| 3M | +8.1% | +9.2% | -1.1% | -2.3% |
| 6M | +39.0% | +43.7% | -4.6% | -5.8% |
| YTD | +29.9% | +57.4% | -27.4% | -20.6% |
| 1Y | +46.6% | +51.9% | -5.3% | -7.8% |
| 3Y | +230.5% | +125.4% | +105.1% | +29.3% |
| 5Y | +140.2% | +149.1% | -8.9% | -15.0% |
| All | +140.2% | +148.1% | -8.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling