+96.0%
ROST vs SPXL
+220.2%
-124.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -11.4% | -5.0% | -6.4% | -10.4% |
| 3M | -1.6% | +7.6% | -9.2% | -3.7% |
| 6M | +6.8% | +33.6% | -26.8% | -1.5% |
| YTD | +25.8% | +28.1% | -2.3% | +16.9% |
| 1Y | +52.4% | +43.6% | +8.8% | +37.2% |
| All | +96.0% | +220.2% | -124.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling