+8,771.7%
SPXL vs SBAC
+918.9%
+7,852.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +0.1% | -0.8% | +0.8% | +0.8% |
| 30D | -0.9% | +6.9% | -7.8% | -7.5% |
| 3M | +2.0% | -8.2% | +10.3% | +7.8% |
| 6M | +33.5% | -1.6% | +35.2% | +23.9% |
| YTD | +32.2% | -0.1% | +32.3% | +18.5% |
| 1Y | +48.9% | -0.5% | +49.3% | +32.6% |
| 3Y | +222.9% | -9.1% | +231.9% | +176.3% |
| 5Y | +140.7% | -43.8% | +184.5% | +265.6% |
| 10Y | +1,192.7% | +80.5% | +1,112.1% | +390.1% |
| All | +8,771.7% | +918.9% | +7,852.8% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling