+8,771.7%
SPXL vs RGEN
+3,843.5%
+4,928.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +0.1% | -4.9% | +5.0% | +2.2% |
| 30D | -0.9% | +5.7% | -6.6% | -3.6% |
| 3M | +2.0% | +32.4% | -30.4% | -11.9% |
| 6M | +33.5% | +33.2% | +0.3% | +13.6% |
| YTD | +32.2% | +2.3% | +29.9% | +26.7% |
| 1Y | +48.9% | +39.0% | +9.9% | +22.5% |
| 3Y | +222.9% | -4.6% | +227.5% | +195.1% |
| 5Y | +140.7% | -42.7% | +183.4% | +164.6% |
| 10Y | +1,192.7% | +433.6% | +759.1% | +444.0% |
| All | +8,771.7% | +3,843.5% | +4,928.1% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling