+46.6%
SPXL vs RACE
-15.2%
+61.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | -3.7% | -1.5% | -2.1% | -3.2% |
| 3M | +8.1% | +15.5% | -7.4% | +2.7% |
| 6M | +39.0% | +17.3% | +21.8% | +30.4% |
| YTD | +29.9% | +11.1% | +18.8% | +22.6% |
| 1Y | +46.6% | -14.3% | +60.9% | +42.0% |
| All | +46.6% | -15.2% | +61.8% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling