+201.6%
SPXL vs BBAI
-80.9%
+282.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.7% | +6.5% | -0.9% |
| 7D | +7.4% | -14.0% | +21.4% | +8.2% |
| 30D | -7.8% | -12.4% | +4.6% | -7.3% |
| 3M | -11.9% | -42.8% | +30.9% | -9.7% |
| 6M | -1.7% | -54.6% | +52.9% | +1.7% |
| YTD | +20.8% | -64.6% | +85.4% | +25.9% |
| 1Y | +25.0% | -69.9% | +94.9% | +30.8% |
| 3Y | +226.1% | +7.3% | +218.8% | +221.3% |
| 5Y | +101.1% | -80.8% | +181.9% | +96.8% |
| All | +201.6% | -80.9% | +282.5% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 all: compounded portfolio wealth divided by compounded BBAI 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…
all analysis · Full analysis span regression · 6 months rolling