+8,010.4%
SPXL vs ROP
+1,069.9%
+6,940.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.9% |
| 7D | +7.4% | +0.7% | +6.7% | +6.2% |
| 30D | -7.8% | +28.8% | -36.6% | -40.0% |
| 3M | -11.9% | +21.1% | -33.0% | -38.1% |
| 6M | -1.7% | +52.5% | -54.3% | -55.5% |
| YTD | +20.8% | +8.9% | +11.9% | -11.5% |
| 1Y | +25.0% | +8.2% | +16.8% | -7.7% |
| 3Y | +226.1% | -5.2% | +231.3% | +201.4% |
| 5Y | +101.1% | +1.7% | +99.4% | +79.4% |
| 10Y | +1,112.6% | +185.4% | +927.2% | +139.2% |
| All | +8,010.4% | +1,069.9% | +6,940.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling