+230.2%
SPXL vs RGEN
+14.3%
+215.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.4% |
| 7D | +9.6% | -1.2% | +10.7% | +10.1% |
| 30D | -9.8% | -5.1% | -4.7% | -7.7% |
| 3M | -9.1% | +0.5% | -9.6% | -10.0% |
| 6M | +1.1% | +46.6% | -45.5% | -16.5% |
| YTD | +22.3% | +1.6% | +20.7% | +18.0% |
| 1Y | +20.3% | +5.4% | +14.9% | +14.2% |
| All | +230.2% | +14.3% | +215.8% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling