+101.0%
SPXL vs RUN
-85.3%
+186.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +7.4% | -13.5% | +21.0% | +10.5% |
| 30D | -7.8% | +18.3% | -26.1% | -12.1% |
| 3M | -11.9% | -12.5% | +0.5% | -10.7% |
| 6M | -1.7% | -40.3% | +38.6% | +7.2% |
| YTD | +20.8% | -53.1% | +73.9% | +34.1% |
| 1Y | +25.0% | -54.3% | +79.3% | +39.0% |
| 3Y | +226.1% | -6.5% | +232.6% | +118.8% |
| All | +101.0% | -85.3% | +186.2% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling