+143.0%
SPXL vs AS
+123.4%
+19.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +7.4% | -4.9% | +12.3% | +9.9% |
| 30D | -7.8% | +3.9% | -11.7% | -9.4% |
| 3M | -11.9% | -9.6% | -2.3% | -8.2% |
| 6M | -1.7% | -8.7% | +6.9% | +1.4% |
| YTD | +20.8% | -19.8% | +40.7% | +31.4% |
| 1Y | +25.0% | -1.5% | +26.5% | +23.4% |
| All | +143.0% | +123.4% | +19.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling