+1,871.0%
CI vs SPXL
+7,227.9%
-5,356.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.5% |
| 30D | +6.4% | -8.8% | +15.2% | +8.8% |
| 3M | +10.7% | -7.4% | +18.1% | +12.4% |
| 6M | +5.5% | +1.8% | +3.7% | +2.6% |
| YTD | +11.4% | +23.6% | -12.2% | +0.4% |
| 1Y | +15.0% | +21.7% | -6.7% | +3.9% |
| 3Y | +9.0% | +232.4% | -223.5% | -37.0% |
| 5Y | +52.0% | +110.4% | -58.4% | -7.6% |
| 10Y | +150.9% | +1,140.4% | -989.4% | -39.7% |
| All | +1,871.0% | +7,227.9% | -5,356.9% | +29.4% |
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