+1,199.1%
SPXL vs TROW
+130.0%
+1,069.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +4.0% |
| 7D | -2.5% | -3.2% | +0.6% | +1.8% |
| 30D | -4.2% | -4.6% | +0.4% | +2.0% |
| 3M | +8.1% | -0.7% | +8.8% | +7.1% |
| 6M | +35.6% | +22.2% | +13.4% | +1.4% |
| YTD | +28.8% | +6.6% | +22.2% | +14.5% |
| 1Y | +39.8% | +5.8% | +34.0% | +25.1% |
| 3Y | +221.4% | +11.6% | +209.8% | +169.7% |
| 5Y | +146.9% | -38.9% | +185.9% | +412.8% |
| All | +1,199.1% | +130.0% | +1,069.0% | +678.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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