+1,110.7%
SPXL vs RBA
+207.2%
+903.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.9% |
| 7D | +7.4% | +1.7% | +5.7% | +6.1% |
| 30D | -7.8% | +8.3% | -16.2% | -13.9% |
| 3M | -11.9% | +10.5% | -22.5% | -19.6% |
| 6M | -1.7% | -5.9% | +4.1% | -0.8% |
| YTD | +20.8% | -6.9% | +27.7% | +21.4% |
| 1Y | +25.0% | -4.9% | +29.9% | +23.4% |
| 3Y | +226.1% | +64.5% | +161.7% | +105.0% |
| 5Y | +101.1% | +46.1% | +55.0% | +34.1% |
| All | +1,110.7% | +207.2% | +903.5% | +291.0% |
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