+8,196.4%
SPXL vs RRC
+42.2%
+8,154.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.5% |
| 30D | -8.8% | +25.2% | -34.0% | -18.3% |
| 3M | -7.4% | +27.8% | -35.2% | -18.1% |
| 6M | +1.8% | +27.2% | -25.5% | -10.8% |
| YTD | +23.6% | +48.2% | -24.6% | -0.4% |
| 1Y | +21.7% | +34.7% | -13.0% | +1.9% |
| 3Y | +232.4% | +62.2% | +170.2% | +153.2% |
| 5Y | +110.4% | +130.9% | -20.5% | +27.0% |
| 10Y | +1,140.4% | +73.4% | +1,066.9% | +511.8% |
| All | +8,196.4% | +42.2% | +8,154.1% | +2,881.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling