+37.0%
CHYM vs SPXL
+52.0%
-15.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +30.2% | -0.9% | +31.1% | +30.8% |
| 3M | +85.9% | +2.0% | +83.9% | +81.6% |
| 6M | +49.9% | +33.5% | +16.4% | +17.0% |
| YTD | +34.1% | +32.2% | +2.0% | +5.5% |
| 1Y | +37.0% | +48.9% | -11.9% | -6.3% |
| All | +37.0% | +52.0% | -15.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling