+1,110.7%
SPXL vs ATI
+961.4%
+149.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.8% |
| 7D | +7.4% | +4.2% | +3.3% | +5.1% |
| 30D | -7.8% | -2.5% | -5.3% | -6.9% |
| 3M | -11.9% | -19.4% | +7.5% | -1.9% |
| 6M | -1.7% | +11.1% | -12.8% | -9.2% |
| YTD | +20.8% | +59.5% | -38.7% | -9.7% |
| 1Y | +25.0% | +85.8% | -60.8% | -14.2% |
| 3Y | +226.1% | +311.9% | -85.8% | +36.4% |
| 5Y | +101.1% | +963.2% | -862.1% | -50.3% |
| All | +1,110.7% | +961.4% | +149.3% | +190.0% |
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