+312.1%
ROST vs SPXL
+1,271.9%
-959.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.5% |
| 7D | +0.2% | -2.5% | +2.8% | +1.1% |
| 30D | -6.9% | -4.2% | -2.6% | -5.6% |
| 3M | -3.3% | +8.1% | -11.4% | -6.5% |
| 6M | +9.0% | +35.6% | -26.6% | -3.2% |
| YTD | +28.9% | +28.8% | +0.1% | +16.0% |
| 1Y | +54.0% | +39.8% | +14.1% | +34.0% |
| 3Y | +100.7% | +221.4% | -120.7% | +21.2% |
| 5Y | +116.0% | +146.9% | -30.9% | +32.6% |
| All | +312.1% | +1,271.9% | -959.8% | +30.0% |
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