+221.4%
SPXL vs RMBS
+55.3%
+166.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | -2.5% | +1.8% | -4.3% | -3.3% |
| 30D | -4.2% | -13.9% | +9.7% | +1.5% |
| 3M | +8.1% | -39.8% | +47.9% | +30.6% |
| 6M | +35.6% | -6.0% | +41.6% | +27.3% |
| YTD | +28.8% | -5.4% | +34.2% | +16.2% |
| 1Y | +39.8% | -1.8% | +41.6% | +19.9% |
| 3Y | +221.4% | +53.7% | +167.7% | +98.1% |
| All | +221.4% | +55.3% | +166.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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