+8,933.1%
SPXL vs STLA
+263.8%
+8,669.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | +0.1% | +2.6% | -2.5% | -1.3% |
| 30D | -0.9% | -1.2% | +0.4% | -0.6% |
| 3M | +2.0% | -24.8% | +26.8% | +17.5% |
| 6M | +33.5% | -25.6% | +59.1% | +53.9% |
| YTD | +32.2% | -48.9% | +81.1% | +78.9% |
| 1Y | +48.9% | -38.8% | +87.7% | +79.6% |
| 3Y | +222.9% | -64.5% | +287.4% | +406.3% |
| 5Y | +140.7% | -62.4% | +203.1% | +273.8% |
| 10Y | +1,192.7% | +55.4% | +1,137.3% | +1,127.8% |
| All | +8,933.1% | +263.8% | +8,669.3% | +7,863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling