+1,110.7%
SPXL vs RVTY
+211.6%
+899.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | +0.3% |
| 7D | +7.4% | -0.5% | +7.9% | +8.0% |
| 30D | -7.8% | +1.5% | -9.4% | -9.4% |
| 3M | -11.9% | +31.5% | -43.4% | -34.0% |
| 6M | -1.7% | +62.7% | -64.4% | -41.7% |
| YTD | +20.8% | +60.0% | -39.2% | -29.7% |
| 1Y | +25.0% | +65.7% | -40.7% | -30.4% |
| 3Y | +226.1% | +85.2% | +140.9% | +45.2% |
| 5Y | +101.1% | -14.9% | +116.0% | +123.0% |
| All | +1,110.7% | +211.6% | +899.1% | +202.5% |
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