+101.0%
SPXL vs BAH
+6.1%
+94.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +7.4% | +1.7% | +5.7% | +6.8% |
| 30D | -7.8% | +20.8% | -28.6% | -14.1% |
| 3M | -11.9% | +11.6% | -23.5% | -15.9% |
| 6M | -1.7% | +23.1% | -24.8% | -10.4% |
| YTD | +20.8% | +5.3% | +15.5% | +14.5% |
| 1Y | +25.0% | +6.1% | +18.9% | +17.5% |
| 3Y | +226.1% | -27.5% | +253.6% | +230.9% |
| All | +101.0% | +6.1% | +94.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling