+1,199.1%
SPXL vs SSNC
+173.6%
+1,025.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.3% |
| 7D | -2.5% | -4.0% | +1.5% | +2.4% |
| 30D | -4.2% | +0.5% | -4.8% | -5.1% |
| 3M | +8.1% | +18.9% | -10.8% | -15.8% |
| 6M | +35.6% | +10.8% | +24.8% | +13.7% |
| YTD | +28.8% | -7.1% | +35.9% | +32.8% |
| 1Y | +39.8% | -9.6% | +49.4% | +48.4% |
| 3Y | +221.4% | +51.1% | +170.3% | +79.0% |
| 5Y | +146.9% | +19.7% | +127.3% | +102.4% |
| All | +1,199.1% | +173.6% | +1,025.5% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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