+1,110.7%
SPXL vs RRC
+73.1%
+1,037.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +7.4% | +6.4% | +1.1% | +5.3% |
| 30D | -7.8% | +23.9% | -31.7% | -14.4% |
| 3M | -11.9% | +30.2% | -42.1% | -19.7% |
| 6M | -1.7% | +26.3% | -28.0% | -10.2% |
| YTD | +20.8% | +48.1% | -27.3% | +3.6% |
| 1Y | +25.0% | +37.7% | -12.7% | +9.5% |
| 3Y | +226.1% | +60.3% | +165.8% | +171.1% |
| 5Y | +101.1% | +135.3% | -34.2% | +44.0% |
| All | +1,110.7% | +73.1% | +1,037.6% | +511.2% |
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