+39.8%
SPXL vs ATI
+163.6%
-123.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | -0.1% |
| 7D | -6.0% | -2.7% | -3.3% | -4.8% |
| 30D | -5.8% | -13.5% | +7.7% | +0.7% |
| 3M | +10.9% | +8.5% | +2.3% | +5.1% |
| 6M | +31.9% | +25.2% | +6.7% | +14.6% |
| YTD | +25.8% | +73.4% | -47.7% | -5.1% |
| 1Y | +39.8% | +160.5% | -120.7% | -8.2% |
| All | +39.8% | +163.6% | -123.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling