+145.2%
SPXL vs RUN
-81.0%
+226.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.8% |
| 30D | -4.2% | -13.0% | +8.8% | -1.5% |
| 3M | +8.1% | -31.8% | +39.9% | +16.3% |
| 6M | +35.6% | -32.2% | +67.8% | +45.2% |
| YTD | +28.8% | -53.5% | +82.3% | +45.0% |
| 1Y | +39.8% | -46.5% | +86.4% | +51.0% |
| 3Y | +221.4% | -37.6% | +259.0% | +148.5% |
| All | +145.2% | -81.0% | +226.2% | +146.7% |
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