+1,168.3%
SPXL vs RVTY
+139.0%
+1,029.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +0.4% |
| 7D | -6.0% | -7.4% | +1.4% | +1.2% |
| 30D | -5.8% | +4.5% | -10.3% | -10.3% |
| 3M | +10.9% | +19.5% | -8.6% | -9.3% |
| 6M | +31.9% | +34.1% | -2.2% | -5.7% |
| YTD | +25.8% | +25.3% | +0.5% | -5.6% |
| 1Y | +39.8% | +47.0% | -7.2% | -12.6% |
| 3Y | +219.9% | +14.1% | +205.7% | +134.2% |
| 5Y | +141.1% | -34.6% | +175.6% | +250.9% |
| All | +1,168.3% | +139.0% | +1,029.3% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling