+1,737.0%
CI vs SPXL
+7,736.1%
-5,999.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | +4.4% | -0.9% | +5.3% | +4.7% |
| 3M | +0.7% | +2.0% | -1.4% | -1.1% |
| 6M | +0.3% | +33.5% | -33.2% | -10.6% |
| YTD | +3.8% | +32.2% | -28.3% | -7.6% |
| 1Y | -5.5% | +48.9% | -54.4% | -19.7% |
| 3Y | +8.1% | +222.9% | -214.7% | -36.4% |
| 5Y | +42.8% | +140.7% | -97.9% | -16.8% |
| 10Y | +143.9% | +1,192.7% | -1,048.8% | -41.8% |
| All | +1,737.0% | +7,736.1% | -5,999.1% | +19.1% |
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