+1,258.5%
SPXL vs RUN
-29.4%
+1,287.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.6% |
| 7D | +1.5% | +10.2% | -8.7% | -1.1% |
| 30D | -3.7% | -9.6% | +5.9% | -1.4% |
| 3M | +8.1% | -31.5% | +39.6% | +17.8% |
| 6M | +39.0% | -18.7% | +57.7% | +43.8% |
| YTD | +29.9% | -49.9% | +79.8% | +46.9% |
| 1Y | +46.6% | -45.5% | +92.1% | +59.5% |
| 3Y | +230.5% | -34.1% | +264.6% | +144.9% |
| 5Y | +140.2% | -79.4% | +219.6% | +129.7% |
| 10Y | +1,168.8% | +48.9% | +1,119.8% | +526.1% |
| All | +1,258.5% | -29.4% | +1,287.9% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling