+6,269.2%
SPXL vs SSNC
+1,037.0%
+5,232.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | +2.5% |
| 7D | +1.5% | -1.8% | +3.2% | +3.4% |
| 30D | -3.7% | +1.9% | -5.6% | -5.8% |
| 3M | +8.1% | +18.4% | -10.3% | -12.8% |
| 6M | +39.0% | +7.0% | +32.1% | +23.9% |
| YTD | +29.9% | -6.9% | +36.9% | +33.2% |
| 1Y | +46.6% | -8.2% | +54.8% | +51.8% |
| 3Y | +230.5% | +50.5% | +180.0% | +103.3% |
| 5Y | +140.2% | +17.4% | +122.8% | +112.0% |
| 10Y | +1,168.8% | +164.9% | +1,003.8% | +486.1% |
| All | +6,269.2% | +1,037.0% | +5,232.2% | +663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling