+1,199.1%
SPXL vs STLA
+55.1%
+1,144.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +0.8% |
| 7D | -2.5% | -2.9% | +0.3% | -0.5% |
| 30D | -4.2% | +0.9% | -5.2% | -5.5% |
| 3M | +8.1% | -21.6% | +29.7% | +26.8% |
| 6M | +35.6% | -21.6% | +57.2% | +57.6% |
| YTD | +28.8% | -50.4% | +79.2% | +97.8% |
| 1Y | +39.8% | -43.6% | +83.4% | +89.2% |
| 3Y | +221.4% | -66.4% | +287.8% | +501.9% |
| 5Y | +146.9% | -62.3% | +209.2% | +321.6% |
| All | +1,199.1% | +55.1% | +1,144.0% | +1,008.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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