+1,199.1%
SPXL vs ROP
+135.6%
+1,063.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.5% | -4.6% | +2.1% | +4.3% |
| 30D | -4.2% | -1.7% | -2.5% | -2.5% |
| 3M | +8.1% | +17.1% | -9.0% | -19.8% |
| 6M | +35.6% | +10.9% | +24.8% | +6.1% |
| YTD | +28.8% | -12.1% | +40.9% | +40.4% |
| 1Y | +39.8% | -24.2% | +64.1% | +91.3% |
| 3Y | +221.4% | -20.4% | +241.8% | +314.9% |
| 5Y | +146.9% | -15.4% | +162.3% | +208.6% |
| All | +1,199.1% | +135.6% | +1,063.4% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling