+8,771.7%
SPXL vs RVTY
+653.5%
+8,118.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +0.1% | +1.1% | -1.1% | -1.2% |
| 30D | -0.9% | +13.2% | -14.1% | -14.0% |
| 3M | +2.0% | +27.2% | -25.2% | -24.0% |
| 6M | +33.5% | +32.4% | +1.1% | -7.2% |
| YTD | +32.2% | +34.9% | -2.7% | -12.0% |
| 1Y | +48.9% | +52.4% | -3.5% | -15.5% |
| 3Y | +222.9% | +12.3% | +210.6% | +130.6% |
| 5Y | +140.7% | -30.8% | +171.5% | +215.6% |
| 10Y | +1,192.7% | +150.7% | +1,042.0% | +248.9% |
| All | +8,771.7% | +653.5% | +8,118.1% | +670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling