+140.1%
SPXL vs RMD
-22.9%
+163.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.3% | -4.7% | +3.4% | +1.9% |
| 30D | -5.0% | +0.2% | -5.2% | -5.4% |
| 3M | +7.6% | +12.0% | -4.4% | -2.2% |
| 6M | +33.6% | -12.5% | +46.1% | +44.4% |
| YTD | +28.1% | -7.9% | +36.0% | +32.5% |
| 1Y | +43.6% | -20.4% | +64.0% | +65.0% |
| 3Y | +225.8% | +53.1% | +172.7% | +103.9% |
| 5Y | +140.1% | -22.1% | +162.2% | +163.6% |
| All | +140.1% | -22.9% | +163.0% | +163.6% |
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