+286.1%
SPXL vs BAM
+67.8%
+218.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | +0.8% |
| 7D | -1.3% | -3.9% | +2.6% | +2.4% |
| 30D | -5.0% | -8.8% | +3.8% | +2.9% |
| 3M | +7.6% | +2.2% | +5.4% | +4.4% |
| 6M | +33.6% | +5.9% | +27.7% | +25.1% |
| YTD | +28.1% | -6.1% | +34.2% | +33.2% |
| 1Y | +43.6% | -11.6% | +55.3% | +58.0% |
| 3Y | +225.8% | +51.7% | +174.1% | +130.3% |
| All | +286.1% | +67.8% | +218.2% | +150.7% |
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