+280.0%
RTX vs SPXL
+1,239.4%
-959.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -2.0% | -6.0% | +4.0% | -0.2% |
| 30D | -11.2% | -5.8% | -5.4% | -9.7% |
| 3M | +12.0% | +10.9% | +1.2% | +7.8% |
| 6M | -3.6% | +31.9% | -35.5% | -12.7% |
| YTD | +9.2% | +25.8% | -16.6% | 0.0% |
| 1Y | +29.7% | +39.8% | -10.0% | +14.4% |
| 3Y | +152.0% | +219.9% | -67.9% | +58.2% |
| 5Y | +165.8% | +141.1% | +24.7% | +66.4% |
| All | +280.0% | +1,239.4% | -959.3% | +12.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling