+239.8%
RF vs SPXL
+1,078.5%
-838.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.0% |
| 30D | +6.2% | -12.4% | +18.6% | +11.3% |
| 3M | -7.8% | -11.8% | +3.9% | -3.9% |
| 6M | +5.9% | -1.4% | +7.3% | +4.3% |
| YTD | +9.0% | +19.0% | -9.9% | -1.9% |
| 1Y | +19.3% | +18.0% | +1.3% | +7.4% |
| 3Y | +116.4% | +220.0% | -103.6% | +18.7% |
| 5Y | +46.0% | +102.6% | -56.5% | -11.3% |
| 10Y | +239.8% | +1,087.3% | -847.5% | -27.5% |
| All | +239.8% | +1,078.5% | -838.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling