+1,256.7%
SPXL vs RACE
+658.9%
+597.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +2.2% |
| 7D | -8.7% | +5.1% | -13.8% | -13.0% |
| 30D | -16.9% | +7.7% | -24.6% | -22.8% |
| 3M | -15.2% | +2.2% | -17.3% | -17.3% |
| 6M | -5.5% | +23.8% | -29.3% | -25.4% |
| YTD | +12.4% | +13.9% | -1.5% | -5.6% |
| 1Y | +16.9% | +3.8% | +13.1% | +7.8% |
| 3Y | +211.8% | +28.0% | +183.8% | +105.0% |
| 5Y | +85.6% | +64.9% | +20.7% | -3.6% |
| 10Y | +1,159.4% | +780.4% | +379.0% | +94.2% |
| All | +1,256.7% | +658.9% | +597.9% | +93.5% |
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 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