+1,168.3%
SPXL vs BAH
+207.1%
+961.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -5.1% |
| 7D | -6.0% | +2.4% | -8.4% | -7.7% |
| 30D | -5.8% | -2.9% | -2.8% | -4.2% |
| 3M | +10.9% | -1.3% | +12.2% | +9.4% |
| 6M | +31.9% | -0.9% | +32.8% | +27.1% |
| YTD | +25.8% | -8.2% | +34.0% | +23.9% |
| 1Y | +39.8% | -24.0% | +63.7% | +56.5% |
| 3Y | +219.9% | -28.1% | +247.9% | +214.1% |
| 5Y | +141.1% | +2.5% | +138.6% | +57.2% |
| All | +1,168.3% | +207.1% | +961.3% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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