+1,108.4%
SPXL vs RACE
+738.3%
+370.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.3% |
| 7D | -0.9% | +3.9% | -4.8% | -4.5% |
| 30D | -11.4% | +7.4% | -18.8% | -17.8% |
| 3M | -10.8% | +1.6% | -12.4% | -12.7% |
| 6M | -0.3% | +23.3% | -23.6% | -22.1% |
| YTD | +20.3% | +14.7% | +5.7% | -1.0% |
| 1Y | +24.7% | +2.5% | +22.2% | +15.9% |
| 3Y | +238.6% | +28.0% | +210.6% | +111.5% |
| 5Y | +100.0% | +69.8% | +30.1% | -8.2% |
| 10Y | +1,108.4% | +734.9% | +373.6% | +84.5% |
| All | +1,108.4% | +738.3% | +370.2% | +84.5% |
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