+145.2%
SPXL vs RVMD
+576.1%
-430.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.5% | -3.0% | +0.4% | -1.7% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | +8.1% | +36.5% | -28.4% | -1.9% |
| 6M | +35.6% | +104.6% | -69.0% | +6.0% |
| YTD | +28.8% | +155.8% | -127.0% | -9.0% |
| 1Y | +39.8% | +340.7% | -300.9% | -18.4% |
| 3Y | +221.4% | +519.9% | -298.5% | +56.1% |
| All | +145.2% | +576.1% | -430.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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