+1,029.4%
SPXL vs RY
+360.9%
+668.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +3.1% |
| 7D | -8.7% | -0.9% | -7.8% | -6.7% |
| 30D | -16.9% | +5.9% | -22.8% | -25.0% |
| 3M | -15.2% | -4.3% | -10.9% | -8.0% |
| 6M | -5.5% | +12.1% | -17.6% | -24.6% |
| YTD | +12.4% | +20.3% | -7.8% | -21.3% |
| 1Y | +16.9% | +41.0% | -24.1% | -39.8% |
| 3Y | +211.8% | +157.5% | +54.3% | -50.3% |
| 5Y | +85.6% | +123.2% | -37.5% | -57.3% |
| All | +1,029.4% | +360.9% | +668.6% | +17.9% |
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