+219.6%
SPXL vs STLA
-66.8%
+286.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -5.0% | -5.2% | +0.2% | -2.9% |
| 3M | +7.6% | -24.9% | +32.4% | +22.2% |
| 6M | +33.6% | -25.2% | +58.8% | +51.6% |
| YTD | +28.1% | -51.4% | +79.5% | +73.9% |
| 1Y | +43.6% | -40.7% | +84.3% | +69.8% |
| All | +219.6% | -66.8% | +286.5% | +361.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling