+1,199.1%
SPXL vs RRC
+4.9%
+1,194.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -4.2% | +2.7% | -6.9% | -5.1% |
| 3M | +8.1% | +8.8% | -0.7% | +4.5% |
| 6M | +35.6% | -1.2% | +36.8% | +34.2% |
| YTD | +28.8% | +17.6% | +11.2% | +19.8% |
| 1Y | +39.8% | +18.4% | +21.4% | +29.2% |
| 3Y | +221.4% | +33.1% | +188.3% | +184.9% |
| 5Y | +146.9% | +148.2% | -1.2% | +75.5% |
| All | +1,199.1% | +4.9% | +1,194.2% | +678.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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