+219.6%
SPXL vs ROP
-18.8%
+238.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.4% |
| 7D | -1.3% | -6.1% | +4.8% | +3.4% |
| 30D | -5.0% | -3.4% | -1.6% | -2.7% |
| 3M | +7.6% | +16.7% | -9.1% | -8.2% |
| 6M | +33.6% | +8.1% | +25.5% | +21.7% |
| YTD | +28.1% | -11.7% | +39.8% | +48.0% |
| 1Y | +43.6% | -24.2% | +67.9% | +104.6% |
| All | +219.6% | -18.8% | +238.4% | +306.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling