+1,168.3%
SPXL vs ATI
+1,155.5%
+12.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | +0.2% |
| 7D | -6.0% | -2.7% | -3.3% | -4.6% |
| 30D | -5.8% | -13.5% | +7.7% | +1.7% |
| 3M | +10.9% | +8.5% | +2.3% | +4.9% |
| 6M | +31.9% | +25.2% | +6.7% | +14.8% |
| YTD | +25.8% | +73.4% | -47.7% | -8.9% |
| 1Y | +39.8% | +160.5% | -120.7% | -19.8% |
| 3Y | +219.9% | +347.3% | -127.4% | +30.7% |
| 5Y | +141.1% | +1,049.0% | -907.9% | -41.3% |
| All | +1,168.3% | +1,155.5% | +12.8% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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