+140.2%
SPXL vs RY
+140.3%
-0.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.4% |
| 7D | +1.5% | +2.7% | -1.3% | -3.2% |
| 30D | -3.7% | -1.0% | -2.7% | -2.3% |
| 3M | +8.1% | +7.6% | +0.5% | -5.7% |
| 6M | +39.0% | +29.5% | +9.6% | -12.2% |
| YTD | +29.9% | +24.2% | +5.8% | -11.9% |
| 1Y | +46.6% | +46.4% | +0.2% | -26.0% |
| 3Y | +230.5% | +159.4% | +71.1% | -42.0% |
| 5Y | +140.2% | +141.8% | -1.7% | -47.5% |
| All | +140.2% | +140.3% | -0.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling