+145.6%
SPXL vs SBAC
-43.8%
+189.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -5.0% | +3.9% | -8.8% | -6.9% |
| 3M | +7.6% | -8.2% | +15.8% | +11.5% |
| 6M | +33.6% | -2.8% | +36.4% | +31.3% |
| YTD | +28.1% | -1.5% | +29.6% | +23.8% |
| 1Y | +43.6% | 0.0% | +43.6% | +36.8% |
| 3Y | +225.8% | -8.4% | +234.2% | +201.9% |
| All | +145.6% | -43.8% | +189.3% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling