+145.2%
SPXL vs RSG
+89.9%
+55.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +1.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.2% | +4.0% | -8.2% | -7.7% |
| 3M | +8.1% | +7.4% | +0.7% | -0.8% |
| 6M | +35.6% | +0.1% | +35.5% | +31.8% |
| YTD | +28.8% | +6.0% | +22.8% | +16.0% |
| 1Y | +39.8% | -3.0% | +42.8% | +39.0% |
| 3Y | +221.4% | +56.5% | +164.9% | +57.7% |
| All | +145.2% | +89.9% | +55.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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