+53.1%
RGTI vs SPXL
+193.4%
-140.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.9% |
| 7D | -0.1% | -6.0% | +5.9% | +4.6% |
| 30D | -16.2% | -5.8% | -10.4% | -12.1% |
| 3M | -22.0% | +10.9% | -32.9% | -26.9% |
| 6M | -10.8% | +31.9% | -42.7% | -24.8% |
| YTD | -31.6% | +25.8% | -57.3% | -40.0% |
| 1Y | -6.4% | +39.8% | -46.1% | -23.1% |
| 3Y | +665.7% | +219.9% | +445.8% | +293.9% |
| 5Y | +55.6% | +141.1% | -85.4% | -18.1% |
| All | +53.1% | +193.4% | -140.3% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling