+101.0%
SPXL vs RMD
-7.7%
+108.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +7.4% | +2.1% | +5.4% | +6.0% |
| 30D | -7.8% | +2.1% | -9.9% | -9.4% |
| 3M | -11.9% | +6.2% | -18.2% | -16.1% |
| 6M | -1.7% | +19.4% | -21.1% | -15.4% |
| YTD | +20.8% | +0.5% | +20.3% | +17.2% |
| 1Y | +25.0% | -3.9% | +28.9% | +25.2% |
| 3Y | +226.1% | +72.5% | +153.6% | +85.9% |
| All | +101.0% | -7.7% | +108.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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