+140.1%
SPXL vs ROP
-16.4%
+156.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | +0.2% |
| 7D | -1.3% | -6.1% | +4.8% | +6.1% |
| 30D | -5.0% | -3.4% | -1.6% | -1.6% |
| 3M | +7.6% | +16.7% | -9.1% | -15.6% |
| 6M | +33.6% | +8.1% | +25.5% | +13.7% |
| YTD | +28.1% | -11.7% | +39.8% | +44.3% |
| 1Y | +43.6% | -24.2% | +67.9% | +104.8% |
| 3Y | +225.8% | -19.0% | +244.8% | +317.9% |
| 5Y | +140.1% | -15.9% | +155.9% | +183.7% |
| All | +140.1% | -16.4% | +156.5% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling