+8.4%
CI vs SPXL
+227.9%
-219.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +4.7% | -11.4% | +16.1% | +5.2% |
| 3M | +5.2% | -10.8% | +16.0% | +5.7% |
| 6M | +3.8% | -0.3% | +4.1% | +3.5% |
| YTD | +9.2% | +20.3% | -11.1% | +7.1% |
| 1Y | +14.3% | +24.7% | -10.5% | +11.8% |
| 3Y | +8.4% | +238.6% | -230.1% | -9.0% |
| All | +8.4% | +227.9% | -219.4% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling