+140.1%
SPXL vs RVTY
-34.2%
+174.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.5% |
| 7D | -1.3% | -5.4% | +4.1% | +3.0% |
| 30D | -5.0% | +6.7% | -11.7% | -10.0% |
| 3M | +7.6% | +19.0% | -11.4% | -7.7% |
| 6M | +33.6% | +34.6% | -1.0% | +2.4% |
| YTD | +28.1% | +28.3% | -0.2% | +0.7% |
| 1Y | +43.6% | +46.0% | -2.4% | 0.0% |
| 3Y | +225.8% | +16.9% | +209.0% | +158.2% |
| 5Y | +140.1% | -32.9% | +173.0% | +240.7% |
| All | +140.1% | -34.2% | +174.3% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling