+8,771.7%
SPXL vs RMD
+1,428.0%
+7,343.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.1% | -5.0% | +5.0% | +4.9% |
| 30D | -0.9% | +2.2% | -3.1% | -3.7% |
| 3M | +2.0% | +17.8% | -15.8% | -15.0% |
| 6M | +33.5% | -11.3% | +44.9% | +44.6% |
| YTD | +32.2% | -4.4% | +36.6% | +31.9% |
| 1Y | +48.9% | -15.7% | +64.6% | +66.6% |
| 3Y | +222.9% | +47.7% | +175.1% | +85.8% |
| 5Y | +140.7% | -19.2% | +159.9% | +158.9% |
| 10Y | +1,192.7% | +280.4% | +912.3% | +186.6% |
| All | +8,771.7% | +1,428.0% | +7,343.6% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling