+42.7%
CI vs SPXL
+137.2%
-94.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +0.5% | -5.0% | +5.5% | +1.1% |
| 3M | -5.2% | +7.6% | -12.8% | -6.4% |
| 6M | +4.3% | +33.6% | -29.3% | -0.5% |
| YTD | +2.8% | +28.1% | -25.3% | -1.5% |
| 1Y | -5.8% | +43.6% | -49.4% | -11.3% |
| 3Y | +4.7% | +225.8% | -221.1% | -17.5% |
| 5Y | +42.7% | +140.1% | -97.4% | +13.7% |
| All | +42.7% | +137.2% | -94.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling