+8,499.7%
SPXL vs TECK
+648.2%
+7,851.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -3.8% |
| 30D | -5.0% | +5.2% | -10.2% | -7.8% |
| 3M | +7.6% | +13.8% | -6.2% | -0.4% |
| 6M | +33.6% | +38.5% | -4.9% | +11.2% |
| YTD | +28.1% | +47.3% | -19.2% | +2.0% |
| 1Y | +43.6% | +81.0% | -37.4% | +2.1% |
| 3Y | +225.8% | +79.9% | +146.0% | +126.6% |
| 5Y | +140.1% | +207.9% | -67.8% | +18.7% |
| 10Y | +1,248.4% | +389.5% | +858.9% | +343.6% |
| All | +8,499.7% | +648.2% | +7,851.5% | +1,439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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