-42.2%
RIG vs SPXL
+1,271.9%
-1,314.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -3.0% |
| 7D | -3.1% | -2.5% | -0.5% | -1.8% |
| 30D | -0.5% | -4.2% | +3.7% | +1.5% |
| 3M | -6.0% | +8.1% | -14.1% | -11.3% |
| 6M | -10.1% | +35.6% | -45.7% | -26.9% |
| YTD | +37.3% | +28.8% | +8.5% | +14.7% |
| 1Y | +73.9% | +39.8% | +34.1% | +38.2% |
| 3Y | -30.2% | +221.4% | -251.6% | -67.7% |
| 5Y | +62.5% | +146.9% | -84.5% | -23.5% |
| All | -42.2% | +1,271.9% | -1,314.1% | -90.7% |
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