+230.5%
SPXL vs RRC
+32.7%
+197.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -3.7% | +9.4% | -13.1% | -7.1% |
| 3M | +8.1% | +7.4% | +0.7% | +4.3% |
| 6M | +39.0% | +1.5% | +37.6% | +35.5% |
| YTD | +29.9% | +19.4% | +10.5% | +15.7% |
| 1Y | +46.6% | +24.2% | +22.4% | +26.1% |
| 3Y | +230.5% | +32.8% | +197.7% | +175.2% |
| All | +230.5% | +32.7% | +197.8% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling