+110.4%
SPXL vs STLA
-72.6%
+183.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +6.1% |
| 7D | -3.8% | -11.6% | +7.8% | +4.0% |
| 30D | -8.8% | -6.2% | -2.6% | -6.0% |
| 3M | -7.4% | -24.6% | +17.2% | +8.1% |
| 6M | +1.8% | -44.9% | +46.7% | +44.4% |
| YTD | +23.6% | -62.3% | +85.8% | +114.1% |
| 1Y | +21.7% | -61.8% | +83.5% | +107.3% |
| 3Y | +232.4% | -75.3% | +307.8% | +615.5% |
| 5Y | +110.4% | -72.5% | +182.9% | +264.9% |
| All | +110.4% | -72.6% | +183.0% | +264.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling