+213.8%
SPXL vs RUN
-38.5%
+252.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -6.0% | -3.4% | -2.6% | -5.6% |
| 30D | -5.8% | -14.0% | +8.2% | -3.9% |
| 3M | +10.9% | -27.5% | +38.3% | +15.3% |
| 6M | +31.9% | -29.0% | +60.9% | +37.2% |
| YTD | +25.8% | -53.1% | +78.8% | +35.5% |
| 1Y | +39.8% | -46.7% | +86.5% | +47.6% |
| All | +213.8% | -38.5% | +252.3% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling