+226.1%
SPXL vs BAH
-26.8%
+252.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +7.4% | +1.7% | +5.7% | +7.2% |
| 30D | -7.8% | +20.8% | -28.6% | -10.9% |
| 3M | -11.9% | +11.6% | -23.5% | -13.8% |
| 6M | -1.7% | +23.1% | -24.8% | -5.7% |
| YTD | +20.8% | +5.3% | +15.5% | +18.4% |
| 1Y | +25.0% | +6.1% | +18.9% | +22.0% |
| 3Y | +226.1% | -27.5% | +253.6% | +240.4% |
| All | +226.1% | -26.8% | +252.9% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling