+8,010.4%
SPXL vs RRC
+42.1%
+7,968.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +7.4% | +6.4% | +1.1% | +4.5% |
| 30D | -7.8% | +23.9% | -31.7% | -17.0% |
| 3M | -11.9% | +30.2% | -42.1% | -22.7% |
| 6M | -1.7% | +26.3% | -28.0% | -13.6% |
| YTD | +20.8% | +48.1% | -27.3% | -2.6% |
| 1Y | +25.0% | +37.7% | -12.7% | +3.6% |
| 3Y | +226.1% | +60.3% | +165.8% | +149.7% |
| 5Y | +101.1% | +135.3% | -34.2% | +20.4% |
| 10Y | +1,112.6% | +73.3% | +1,039.2% | +498.2% |
| All | +8,010.4% | +42.1% | +7,968.2% | +2,815.6% |
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 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