+1,087.3%
SPXL vs RY
+354.4%
+732.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +4.6% |
| 7D | -2.9% | -0.6% | -2.3% | -1.2% |
| 30D | -12.4% | +6.1% | -18.5% | -21.3% |
| 3M | -11.8% | -3.4% | -8.4% | -6.0% |
| 6M | -1.4% | +12.8% | -14.2% | -22.2% |
| YTD | +19.0% | +21.0% | -2.1% | -17.7% |
| 1Y | +18.0% | +40.5% | -22.5% | -38.8% |
| 3Y | +220.0% | +159.9% | +60.1% | -49.8% |
| 5Y | +102.6% | +125.0% | -22.4% | -54.0% |
| 10Y | +1,087.3% | +350.6% | +736.7% | +22.7% |
| All | +1,087.3% | +354.4% | +732.9% | +22.7% |
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