+896.0%
RSP vs SPXL
+7,736.1%
-6,840.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.3% | -0.9% | +0.5% | -0.1% |
| 3M | +4.3% | +2.0% | +2.2% | +2.8% |
| 6M | +8.8% | +33.5% | -24.7% | -3.0% |
| YTD | +15.3% | +32.2% | -16.9% | +2.9% |
| 1Y | +18.3% | +48.9% | -30.6% | +0.7% |
| 3Y | +52.8% | +222.9% | -170.0% | -7.1% |
| 5Y | +51.7% | +140.7% | -89.0% | -6.2% |
| 10Y | +208.5% | +1,192.7% | -984.2% | -16.7% |
| All | +896.0% | +7,736.1% | -6,840.1% | -7.8% |
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