+8,771.7%
SPXL vs RY
+907.8%
+7,863.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | 0.0% |
| 7D | +0.1% | +3.1% | -3.1% | -5.0% |
| 30D | -0.9% | -0.3% | -0.6% | -0.7% |
| 3M | +2.0% | +8.7% | -6.6% | -11.6% |
| 6M | +33.5% | +28.5% | +5.0% | -12.3% |
| YTD | +32.2% | +25.1% | +7.0% | -9.4% |
| 1Y | +48.9% | +46.3% | +2.6% | -21.3% |
| 3Y | +222.9% | +154.9% | +67.9% | -31.8% |
| 5Y | +140.7% | +140.3% | +0.4% | -38.5% |
| 10Y | +1,192.7% | +377.0% | +815.6% | +43.0% |
| All | +8,771.7% | +907.8% | +7,863.9% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling