+141.1%
SPXL vs RJF
+101.5%
+39.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.6% |
| 7D | -6.0% | -4.2% | -1.8% | -1.4% |
| 30D | -5.8% | -3.6% | -2.2% | -2.0% |
| 3M | +10.9% | +15.6% | -4.8% | -7.0% |
| 6M | +31.9% | +17.6% | +14.3% | +7.9% |
| YTD | +25.8% | +9.2% | +16.5% | +10.4% |
| 1Y | +39.8% | +5.5% | +34.2% | +27.0% |
| 3Y | +219.9% | +70.3% | +149.5% | +61.4% |
| 5Y | +141.1% | +106.0% | +35.1% | -2.4% |
| All | +141.1% | +101.5% | +39.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling