+1,110.7%
SPXL vs ROP
+185.2%
+925.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.8% |
| 7D | +7.4% | +0.7% | +6.7% | +6.3% |
| 30D | -7.8% | +28.8% | -36.6% | -37.7% |
| 3M | -11.9% | +21.1% | -33.0% | -36.0% |
| 6M | -1.7% | +52.5% | -54.3% | -53.0% |
| YTD | +20.8% | +8.9% | +11.9% | -6.8% |
| 1Y | +25.0% | +8.2% | +16.8% | -2.9% |
| 3Y | +226.1% | -5.2% | +231.3% | +216.9% |
| 5Y | +101.1% | +1.7% | +99.4% | +86.6% |
| All | +1,110.7% | +185.2% | +925.5% | +239.7% |
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