+8,623.5%
SPXL vs RJF
+1,411.1%
+7,212.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.6% |
| 7D | +1.5% | +1.8% | -0.3% | -0.5% |
| 30D | -3.7% | 0.0% | -3.7% | -3.9% |
| 3M | +8.1% | +18.0% | -9.9% | -11.1% |
| 6M | +39.0% | +17.0% | +22.1% | +14.8% |
| YTD | +29.9% | +11.1% | +18.8% | +12.3% |
| 1Y | +46.6% | +8.0% | +38.6% | +30.1% |
| 3Y | +230.5% | +73.3% | +157.2% | +72.8% |
| 5Y | +140.2% | +107.4% | +32.7% | +8.0% |
| 10Y | +1,168.8% | +428.5% | +740.3% | +133.3% |
| All | +8,623.5% | +1,411.1% | +7,212.4% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling