+8,196.4%
SPXL vs RVTY
+816.1%
+7,380.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.5% |
| 7D | -3.8% | -0.7% | -3.0% | -2.5% |
| 30D | -8.8% | +1.7% | -10.5% | -10.9% |
| 3M | -7.4% | +36.8% | -44.2% | -36.3% |
| 6M | +1.8% | +60.1% | -58.3% | -43.0% |
| YTD | +23.6% | +64.0% | -40.4% | -35.1% |
| 1Y | +21.7% | +68.2% | -46.5% | -38.5% |
| 3Y | +232.4% | +88.8% | +143.6% | +31.6% |
| 5Y | +110.4% | -10.5% | +120.9% | +101.9% |
| 10Y | +1,140.4% | +219.7% | +920.7% | +148.7% |
| All | +8,196.4% | +816.1% | +7,380.2% | +467.8% |
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