+43.6%
SPXL vs BAM
-12.6%
+56.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | +0.3% |
| 7D | -1.3% | -3.9% | +2.6% | +1.6% |
| 30D | -5.0% | -8.8% | +3.8% | +1.3% |
| 3M | +7.6% | +2.2% | +5.4% | +4.9% |
| 6M | +33.6% | +5.9% | +27.7% | +25.9% |
| YTD | +28.1% | -6.1% | +34.2% | +31.2% |
| 1Y | +43.6% | -11.6% | +55.3% | +57.7% |
| All | +43.6% | -12.6% | +56.2% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling