+1,168.8%
SPXL vs RY
+371.6%
+797.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.2% |
| 7D | +1.5% | +2.7% | -1.3% | -3.6% |
| 30D | -3.7% | -1.0% | -2.7% | -2.2% |
| 3M | +8.1% | +7.6% | +0.5% | -6.8% |
| 6M | +39.0% | +29.5% | +9.6% | -15.4% |
| YTD | +29.9% | +24.2% | +5.8% | -14.7% |
| 1Y | +46.6% | +46.4% | +0.2% | -29.8% |
| 3Y | +230.5% | +159.4% | +71.1% | -48.2% |
| 5Y | +140.2% | +141.8% | -1.7% | -52.9% |
| 10Y | +1,168.8% | +373.9% | +794.9% | +1.1% |
| All | +1,168.8% | +371.6% | +797.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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