+441.7%
SPXL vs JAAA
+29.3%
+412.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.6% |
| 7D | +0.1% | +0.2% | -0.1% | -0.8% |
| 30D | -0.9% | +0.5% | -1.4% | -3.3% |
| 3M | +2.0% | +1.3% | +0.8% | -3.8% |
| 6M | +33.5% | +2.7% | +30.9% | +18.5% |
| YTD | +32.2% | +3.2% | +29.0% | +14.9% |
| 1Y | +48.9% | +4.9% | +44.0% | +20.7% |
| 3Y | +222.9% | +19.0% | +203.9% | +107.5% |
| 5Y | +140.7% | +26.8% | +113.9% | +36.5% |
| All | +441.7% | +29.3% | +412.4% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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