+110.4%
SPXL vs RRC
+135.4%
-25.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.5% |
| 30D | -8.8% | +25.2% | -34.0% | -17.5% |
| 3M | -7.4% | +27.8% | -35.2% | -17.2% |
| 6M | +1.8% | +27.2% | -25.5% | -9.7% |
| YTD | +23.6% | +48.2% | -24.6% | +0.4% |
| 1Y | +21.7% | +34.7% | -13.0% | +3.0% |
| 3Y | +232.4% | +62.2% | +170.2% | +155.3% |
| 5Y | +110.4% | +130.9% | -20.5% | +40.3% |
| All | +110.4% | +135.4% | -25.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling