+262.6%
SPXL vs BAM
+90.5%
+172.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +4.9% |
| 7D | -0.9% | +5.3% | -6.1% | -5.0% |
| 30D | -11.4% | +18.1% | -29.5% | -24.1% |
| 3M | -10.8% | +4.2% | -15.0% | -14.8% |
| 6M | -0.3% | +11.1% | -11.4% | -10.8% |
| YTD | +20.3% | +6.6% | +13.7% | +11.0% |
| 1Y | +24.7% | +6.2% | +18.5% | +15.4% |
| 3Y | +238.6% | +95.0% | +143.5% | +94.0% |
| All | +262.6% | +90.5% | +172.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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