+35.5%
SPXL vs SSNC
+8.4%
+27.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -1.0% |
| 7D | +1.5% | -1.8% | +3.2% | +1.8% |
| 30D | -3.7% | +1.9% | -5.6% | -3.8% |
| 3M | +8.1% | +18.4% | -10.3% | +7.2% |
| All | +35.5% | +8.4% | +27.1% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling