+1,199.1%
SPXL vs RRX
+228.4%
+970.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | -0.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | -4.2% | -6.1% | +1.9% | +0.9% |
| 3M | +8.1% | -23.1% | +31.2% | +30.6% |
| 6M | +35.6% | -19.5% | +55.1% | +51.7% |
| YTD | +28.8% | +16.1% | +12.7% | -3.1% |
| 1Y | +39.8% | +12.9% | +26.9% | +5.8% |
| 3Y | +221.4% | +7.9% | +213.4% | +121.7% |
| 5Y | +146.9% | +19.1% | +127.8% | +51.4% |
| All | +1,199.1% | +228.4% | +970.7% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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