+1,248.4%
SPXL vs RBA
+189.2%
+1,059.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -1.3% | -1.9% | +0.6% | +0.2% |
| 30D | -5.0% | -13.0% | +8.0% | +5.3% |
| 3M | +7.6% | -23.1% | +30.7% | +28.5% |
| 6M | +33.6% | -22.6% | +56.2% | +58.4% |
| YTD | +28.1% | -20.4% | +48.5% | +46.7% |
| 1Y | +43.6% | -29.6% | +73.2% | +81.0% |
| 3Y | +225.8% | +26.6% | +199.3% | +152.2% |
| 5Y | +140.1% | +38.2% | +101.9% | +65.3% |
| 10Y | +1,248.4% | +194.7% | +1,053.7% | +353.1% |
| All | +1,248.4% | +189.2% | +1,059.2% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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