+8,010.4%
SPXL vs RMD
+1,507.3%
+6,503.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | +7.4% | +2.1% | +5.4% | +5.4% |
| 30D | -7.8% | +2.1% | -9.9% | -10.2% |
| 3M | -11.9% | +6.2% | -18.2% | -17.9% |
| 6M | -1.7% | +19.4% | -21.1% | -20.6% |
| YTD | +20.8% | +0.5% | +20.3% | +13.7% |
| 1Y | +25.0% | -3.9% | +28.9% | +22.6% |
| 3Y | +226.1% | +72.5% | +153.6% | +61.2% |
| 5Y | +101.1% | -1.5% | +102.6% | +75.7% |
| 10Y | +1,112.6% | +345.8% | +766.8% | +126.3% |
| All | +8,010.4% | +1,507.3% | +6,503.1% | +126.6% |
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 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