+8,623.5%
SPXL vs RMBS
+760.3%
+7,863.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.5% |
| 7D | +1.5% | +3.0% | -1.5% | -0.1% |
| 30D | -3.7% | -14.4% | +10.7% | +3.5% |
| 3M | +8.1% | -42.8% | +51.0% | +39.2% |
| 6M | +39.0% | -1.4% | +40.4% | +27.4% |
| YTD | +29.9% | -5.4% | +35.4% | +17.4% |
| 1Y | +46.6% | +18.6% | +28.0% | +13.1% |
| 3Y | +230.5% | +57.3% | +173.2% | +102.0% |
| 5Y | +140.2% | +265.7% | -125.5% | -5.3% |
| 10Y | +1,168.8% | +546.0% | +622.7% | +307.3% |
| All | +8,623.5% | +760.3% | +7,863.2% | +1,186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling