+1,494.5%
SPXL vs RACE
+647.6%
+846.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.7% |
| 7D | +0.1% | -2.5% | +2.6% | +2.6% |
| 30D | -0.9% | +0.8% | -1.6% | -2.0% |
| 3M | +2.0% | +17.2% | -15.1% | -14.0% |
| 6M | +33.5% | +13.6% | +19.9% | +14.9% |
| YTD | +32.2% | +12.2% | +19.9% | +12.7% |
| 1Y | +48.9% | -16.3% | +65.1% | +66.3% |
| 3Y | +222.9% | +36.4% | +186.4% | +96.9% |
| 5Y | +140.7% | +95.0% | +45.8% | +4.6% |
| 10Y | +1,192.7% | +813.2% | +379.4% | +96.1% |
| All | +1,494.5% | +647.6% | +846.9% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling