+1,168.8%
SPXL vs RACE
+793.3%
+375.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.6% |
| 7D | +1.5% | -1.0% | +2.5% | +2.6% |
| 30D | -3.7% | -1.5% | -2.1% | -2.4% |
| 3M | +8.1% | +15.5% | -7.4% | -8.5% |
| 6M | +39.0% | +17.3% | +21.8% | +14.3% |
| YTD | +29.9% | +11.1% | +18.8% | +10.7% |
| 1Y | +46.6% | -14.3% | +60.9% | +60.1% |
| 3Y | +230.5% | +40.2% | +190.4% | +83.1% |
| 5Y | +140.2% | +92.6% | +47.6% | -5.0% |
| 10Y | +1,168.8% | +786.6% | +382.2% | +52.9% |
| All | +1,168.8% | +793.3% | +375.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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