+25.0%
SPXL vs STLA
-64.5%
+89.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +7.4% | -13.8% | +21.2% | +11.2% |
| 30D | -7.8% | -10.5% | +2.7% | -5.4% |
| 3M | -11.9% | -28.9% | +16.9% | -4.9% |
| 6M | -1.7% | -49.7% | +48.0% | +14.3% |
| YTD | +20.8% | -64.9% | +85.7% | +44.1% |
| 1Y | +25.0% | -64.0% | +89.0% | +46.3% |
| All | +25.0% | -64.5% | +89.5% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling