+1,199.1%
SPXL vs RJF
+429.3%
+769.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -2.5% | -2.7% | +0.2% | +0.7% |
| 30D | -4.2% | -4.3% | 0.0% | +0.7% |
| 3M | +8.1% | +15.7% | -7.6% | -10.4% |
| 6M | +35.6% | +17.8% | +17.8% | +9.3% |
| YTD | +28.8% | +9.2% | +19.6% | +12.2% |
| 1Y | +39.8% | +2.8% | +37.1% | +30.3% |
| 3Y | +221.4% | +69.5% | +151.9% | +60.6% |
| 5Y | +146.9% | +105.9% | +41.0% | +0.6% |
| All | +1,199.1% | +429.3% | +769.8% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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