+101.0%
SPXL vs ATI
+959.5%
-858.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +1.0% |
| 7D | +7.4% | +4.2% | +3.3% | +4.9% |
| 30D | -7.8% | -2.5% | -5.3% | -6.9% |
| 3M | -11.9% | -19.4% | +7.5% | -0.9% |
| 6M | -1.7% | +11.1% | -12.8% | -10.2% |
| YTD | +20.8% | +59.5% | -38.7% | -13.0% |
| 1Y | +25.0% | +85.8% | -60.8% | -18.2% |
| 3Y | +226.1% | +311.9% | -85.8% | +17.6% |
| All | +101.0% | +959.5% | -858.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling