+1,199.1%
SPXL vs RGEN
+415.7%
+783.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.5% | -1.4% | -1.1% | -1.8% |
| 30D | -4.2% | -0.3% | -3.9% | -4.4% |
| 3M | +8.1% | +23.9% | -15.8% | -5.6% |
| 6M | +35.6% | +38.5% | -2.9% | +9.9% |
| YTD | +28.8% | +0.8% | +28.0% | +23.5% |
| 1Y | +39.8% | +38.2% | +1.6% | +11.3% |
| 3Y | +221.4% | +1.3% | +220.1% | +176.2% |
| 5Y | +146.9% | -44.0% | +190.9% | +176.2% |
| All | +1,199.1% | +415.7% | +783.4% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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