+145.2%
SPXL vs RNG
-68.4%
+213.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.5% | -6.1% | +3.6% | -0.3% |
| 30D | -4.2% | +9.6% | -13.8% | -7.7% |
| 3M | +8.1% | +83.3% | -75.2% | -16.4% |
| 6M | +35.6% | +77.9% | -42.3% | +3.2% |
| YTD | +28.8% | +139.9% | -111.1% | -17.5% |
| 1Y | +39.8% | +121.7% | -81.8% | -7.8% |
| 3Y | +221.4% | +121.9% | +99.5% | +98.1% |
| All | +145.2% | -68.4% | +213.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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