+230.5%
SPXL vs RVTY
+16.6%
+213.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | -3.7% | +10.8% | -14.5% | -9.3% |
| 3M | +8.1% | +26.8% | -18.7% | -6.8% |
| 6M | +39.0% | +39.3% | -0.3% | +12.4% |
| YTD | +29.9% | +31.6% | -1.7% | +7.7% |
| 1Y | +46.6% | +47.7% | -1.1% | +12.4% |
| 3Y | +230.5% | +19.9% | +210.6% | +191.4% |
| All | +230.5% | +16.6% | +213.9% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling