+100.0%
SPXL vs RBA
+47.6%
+52.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +5.4% |
| 7D | -0.9% | +2.5% | -3.4% | -2.3% |
| 30D | -11.4% | +11.6% | -23.0% | -17.9% |
| 3M | -10.8% | +1.5% | -12.3% | -12.4% |
| 6M | -0.3% | -6.6% | +6.3% | +1.3% |
| YTD | +20.3% | -6.3% | +26.6% | +20.6% |
| 1Y | +24.7% | -4.0% | +28.7% | +22.8% |
| 3Y | +238.6% | +47.3% | +191.3% | +148.1% |
| 5Y | +100.0% | +47.7% | +52.3% | +60.8% |
| All | +100.0% | +47.6% | +52.4% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling