+1,199.1%
SPXL vs SBAC
+87.1%
+1,111.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +0.7% |
| 7D | -2.5% | -2.1% | -0.4% | -0.9% |
| 30D | -4.2% | +2.0% | -6.2% | -5.7% |
| 3M | +8.1% | -8.3% | +16.4% | +13.6% |
| 6M | +35.6% | +0.3% | +35.3% | +26.9% |
| YTD | +28.8% | -2.2% | +31.0% | +21.6% |
| 1Y | +39.8% | -4.6% | +44.5% | +34.2% |
| 3Y | +221.4% | -8.3% | +229.7% | +184.9% |
| 5Y | +146.9% | -42.8% | +189.8% | +272.2% |
| All | +1,199.1% | +87.1% | +1,111.9% | +912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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