+230.5%
SPXL vs BAM
+57.7%
+172.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +1.7% |
| 7D | +1.5% | -1.6% | +3.0% | +3.0% |
| 30D | -3.7% | -6.0% | +2.3% | +1.7% |
| 3M | +8.1% | +7.3% | +0.8% | -0.5% |
| 6M | +39.0% | +8.2% | +30.8% | +26.6% |
| YTD | +29.9% | -3.8% | +33.8% | +32.1% |
| 1Y | +46.6% | -10.7% | +57.3% | +60.7% |
| 3Y | +230.5% | +55.3% | +175.2% | +113.0% |
| All | +230.5% | +57.7% | +172.8% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling