+2,020.9%
SPXL vs ARMK
+327.1%
+1,693.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.5% |
| 7D | -3.8% | +2.8% | -6.6% | -5.5% |
| 30D | -8.8% | -1.8% | -7.0% | -7.6% |
| 3M | -7.4% | -10.9% | +3.5% | +0.9% |
| 6M | +1.8% | +21.2% | -19.5% | -14.0% |
| YTD | +23.6% | +47.0% | -23.4% | -10.3% |
| 1Y | +21.7% | +42.9% | -21.2% | -9.9% |
| 3Y | +232.4% | +95.0% | +137.4% | +92.6% |
| 5Y | +110.4% | +106.2% | +4.2% | +22.3% |
| 10Y | +1,140.4% | +131.6% | +1,008.8% | +651.9% |
| All | +2,020.9% | +327.1% | +1,693.8% | +889.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling