+8,771.7%
SPXL vs ATI
+791.4%
+7,980.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -3.0% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | -0.9% | +2.7% | -3.6% | -3.2% |
| 3M | +2.0% | +16.3% | -14.3% | -8.1% |
| 6M | +33.5% | +30.2% | +3.3% | +11.3% |
| YTD | +32.2% | +83.6% | -51.4% | -11.4% |
| 1Y | +48.9% | +173.0% | -124.1% | -22.7% |
| 3Y | +222.9% | +356.6% | -133.8% | +15.5% |
| 5Y | +140.7% | +1,074.2% | -933.5% | -53.6% |
| 10Y | +1,192.7% | +1,136.2% | +56.4% | +81.7% |
| All | +8,771.7% | +791.4% | +7,980.2% | +737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling