+140.1%
SPXL vs RBA
+39.8%
+100.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -1.3% | -1.9% | +0.6% | 0.0% |
| 30D | -5.0% | -13.0% | +8.0% | +3.7% |
| 3M | +7.6% | -23.1% | +30.7% | +25.2% |
| 6M | +33.6% | -22.6% | +56.2% | +54.4% |
| YTD | +28.1% | -20.4% | +48.5% | +43.7% |
| 1Y | +43.6% | -29.6% | +73.2% | +75.5% |
| 3Y | +225.8% | +26.6% | +199.3% | +167.2% |
| 5Y | +140.1% | +38.2% | +101.9% | +76.2% |
| All | +140.1% | +39.8% | +100.3% | +76.2% |
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