+8,499.7%
SPXL vs RSG
+1,251.2%
+7,248.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.2% |
| 30D | -5.0% | +3.7% | -8.7% | -10.5% |
| 3M | +7.6% | +6.2% | +1.4% | -5.7% |
| 6M | +33.6% | -2.8% | +36.4% | +30.3% |
| YTD | +28.1% | +5.9% | +22.2% | +7.5% |
| 1Y | +43.6% | -1.8% | +45.4% | +33.4% |
| 3Y | +225.8% | +57.5% | +168.3% | +29.7% |
| 5Y | +140.1% | +91.1% | +49.0% | -30.4% |
| 10Y | +1,248.4% | +428.1% | +820.3% | -11.0% |
| All | +8,499.7% | +1,251.2% | +7,248.4% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling