+8,110.7%
SPXL vs SBAC
+903.4%
+7,207.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.8% |
| 7D | +9.6% | -3.4% | +12.9% | +13.3% |
| 30D | -9.8% | +2.6% | -12.4% | -12.8% |
| 3M | -9.1% | +2.6% | -11.7% | -12.9% |
| 6M | +1.1% | -11.5% | +12.6% | +8.1% |
| YTD | +22.3% | -1.6% | +23.9% | +9.6% |
| 1Y | +20.3% | -5.1% | +25.4% | +11.9% |
| 3Y | +229.0% | -9.3% | +238.3% | +180.7% |
| 5Y | +103.6% | -41.0% | +144.6% | +188.4% |
| 10Y | +1,127.6% | +108.0% | +1,019.5% | +284.9% |
| All | +8,110.7% | +903.4% | +7,207.3% | +239.8% |
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