-12.0%
CHYM vs SPXL
+75.3%
-87.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.1% |
| 7D | -2.9% | -6.0% | +3.1% | +1.7% |
| 30D | +3.0% | -5.8% | +8.7% | +7.7% |
| 3M | +98.7% | +10.9% | +87.9% | +80.8% |
| 6M | +46.4% | +31.9% | +14.5% | +14.4% |
| YTD | +29.8% | +25.8% | +4.0% | +5.6% |
| 1Y | +40.5% | +39.8% | +0.7% | +4.3% |
| All | -12.0% | +75.3% | -87.2% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling